-49.4%
ORCL vs GAP
-5.8%
-43.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -6.5% | -0.1% | -6.4% | -6.4% |
| 30D | -16.6% | -5.4% | -11.1% | -16.4% |
| 3M | -21.6% | +2.9% | -24.5% | -21.3% |
| 6M | -39.4% | -4.4% | -34.9% | -40.3% |
| YTD | -38.7% | -11.6% | -27.1% | -40.0% |
| All | -49.4% | -5.8% | -43.6% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling