+468.6%
OSCR vs GGLL
+313.5%
+155.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +1.1% | -5.8% | +6.8% | +2.0% |
| 30D | +16.5% | -7.2% | +23.7% | +17.9% |
| 3M | +17.0% | -17.5% | +34.5% | +19.5% |
| 6M | +145.0% | +5.1% | +139.9% | +139.7% |
| YTD | +126.7% | -1.3% | +128.1% | +123.3% |
| 1Y | +67.2% | +60.2% | +7.0% | +53.9% |
| 3Y | +405.1% | +230.8% | +174.3% | +284.3% |
| All | +468.6% | +313.5% | +155.1% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling