+33,471.1%
ORCL vs GAP
+2,258.2%
+31,212.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +5.3% | -4.5% | +9.7% | +6.4% |
| 30D | +10.0% | +9.0% | +0.9% | +7.4% |
| 3M | -32.6% | +5.0% | -37.6% | -33.7% |
| 6M | +4.9% | -17.8% | +22.7% | +7.7% |
| YTD | -17.8% | -10.4% | -7.4% | -17.6% |
| 1Y | -28.0% | -3.4% | -24.6% | -29.7% |
| 3Y | +36.0% | +111.5% | -75.5% | +1.2% |
| 5Y | +88.7% | +8.8% | +79.9% | +54.3% |
| 10Y | +346.9% | +32.9% | +314.0% | +182.7% |
| All | +33,471.1% | +2,258.2% | +31,212.9% | +5,264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling