+31.5%
OXY vs GGLL
+80.0%
-48.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -1.3% |
| 7D | +1.6% | -4.8% | +6.4% | +1.0% |
| 30D | +11.6% | -13.7% | +25.3% | +9.6% |
| 3M | +2.8% | -21.9% | +24.7% | +0.2% |
| 6M | +13.0% | +11.7% | +1.4% | +17.0% |
| YTD | +47.4% | +2.3% | +45.1% | +51.5% |
| 1Y | +31.5% | +76.2% | -44.7% | +36.2% |
| All | +31.5% | +80.0% | -48.5% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling