+64.8%
ORCL vs FGI
-74.8%
+139.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -25.2% | +23.8% | -0.8% |
| 7D | +8.0% | -14.4% | +22.4% | +8.2% |
| 30D | -4.0% | -11.8% | +7.8% | -3.8% |
| 3M | -19.5% | -46.2% | +26.8% | -18.6% |
| 6M | -33.5% | +5.2% | -38.6% | -34.6% |
| YTD | -34.8% | +10.5% | -45.4% | -36.7% |
| 1Y | -41.6% | +25.5% | -67.1% | -43.5% |
| 3Y | +13.8% | -16.0% | +29.8% | +8.4% |
| All | +64.8% | -74.8% | +139.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling