+251.6%
ORCL vs GAP
+20.3%
+231.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.7% |
| 7D | +0.5% | 0.0% | +0.4% | +0.4% |
| 30D | -15.3% | -4.3% | -11.0% | -14.8% |
| 3M | -18.2% | +9.4% | -27.6% | -19.4% |
| 6M | -38.4% | -3.3% | -35.1% | -38.7% |
| YTD | -37.7% | -10.5% | -27.2% | -37.7% |
| 1Y | -49.3% | -2.4% | -46.9% | -50.0% |
| 3Y | +10.6% | +80.1% | -69.5% | -3.6% |
| 5Y | +35.5% | +6.5% | +29.0% | +21.4% |
| 10Y | +251.6% | +14.6% | +237.0% | +179.6% |
| All | +251.6% | +20.3% | +231.3% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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