+38.8%
OXY vs GGLL
-17.3%
+56.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | -5.8% | +5.1% | -10.9% | -5.1% |
| 30D | -5.3% | -35.5% | +30.1% | -10.4% |
| 3M | -2.5% | -39.2% | +36.6% | -8.3% |
| 6M | +8.3% | -54.4% | +62.7% | -2.5% |
| YTD | +40.3% | -29.8% | +70.2% | +40.1% |
| 1Y | +38.8% | -20.4% | +59.2% | +40.4% |
| All | +38.8% | -17.3% | +56.1% | +40.4% |
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