+52.7%
ORCL vs FGI
-70.6%
+123.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -11.2% | -7.0% | -4.2% | -11.0% |
| 30D | -18.8% | -4.2% | -14.6% | -18.8% |
| 3M | -18.8% | +55.6% | -74.4% | -20.6% |
| 6M | -39.7% | -3.2% | -36.6% | -40.7% |
| YTD | -39.6% | +29.1% | -68.8% | -41.5% |
| 1Y | -51.7% | +51.0% | -102.7% | -53.5% |
| 3Y | +10.2% | +1.5% | +8.7% | +4.6% |
| All | +52.7% | -70.6% | +123.2% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling