-2.3%
OXY vs GGLL
+328.7%
-330.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | +1.6% | -4.8% | +6.4% | +1.8% |
| 30D | +11.6% | -13.7% | +25.3% | +12.2% |
| 3M | +2.8% | -21.9% | +24.7% | +3.7% |
| 6M | +13.0% | +11.7% | +1.4% | +10.3% |
| YTD | +47.4% | +2.3% | +45.1% | +44.7% |
| 1Y | +31.5% | +76.2% | -44.7% | +20.7% |
| 3Y | -1.9% | +245.0% | -246.9% | -21.3% |
| All | -2.3% | +328.7% | -330.9% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling