+275.4%
ORCL vs GAP
+2.4%
+273.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +10.4% | -5.2% | +15.6% | +11.1% |
| 30D | -11.2% | -6.9% | -4.3% | -10.4% |
| 3M | -16.8% | +5.7% | -22.5% | -17.6% |
| 6M | -31.5% | +0.9% | -32.4% | -32.2% |
| YTD | -33.9% | -14.5% | -19.4% | -33.5% |
| 1Y | -43.3% | -12.1% | -31.1% | -43.2% |
| 3Y | +16.5% | +72.2% | -55.7% | +2.0% |
| 5Y | +45.4% | +4.5% | +40.8% | +30.5% |
| All | +275.4% | +2.4% | +273.1% | +203.9% |
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