+91.4%
ORCL vs GAP
+9.0%
+82.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +5.3% | -4.5% | +9.7% | +5.9% |
| 30D | +10.0% | +9.0% | +0.9% | +8.6% |
| 3M | -32.6% | +5.0% | -37.6% | -33.2% |
| 6M | +4.9% | -17.8% | +22.7% | +6.5% |
| YTD | -17.8% | -10.4% | -7.4% | -17.7% |
| 1Y | -28.0% | -3.4% | -24.6% | -29.0% |
| 3Y | +36.0% | +111.5% | -75.5% | +14.8% |
| All | +91.4% | +9.0% | +82.5% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling