+363.4%
ORCL vs GAP
+34.2%
+329.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +15.0% | +1.7% | +13.3% | +14.8% |
| 30D | +10.5% | +9.3% | +1.2% | +9.1% |
| 3M | -23.0% | +6.1% | -29.1% | -23.8% |
| 6M | +7.0% | -2.3% | +9.3% | +6.3% |
| YTD | -15.8% | -10.6% | -5.2% | -15.7% |
| 1Y | -31.1% | -4.4% | -26.6% | -31.9% |
| 3Y | +33.3% | +118.3% | -85.0% | +12.8% |
| 5Y | +94.3% | +12.2% | +82.1% | +72.8% |
| 10Y | +363.4% | +33.7% | +329.7% | +264.6% |
| All | +363.4% | +34.2% | +329.2% | +264.6% |
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