+24,538.0%
ORCL vs GAP
+2,175.1%
+22,362.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +1.8% |
| 7D | -11.2% | -3.8% | -7.4% | -10.5% |
| 30D | -18.8% | -9.0% | -9.8% | -17.1% |
| 3M | -18.8% | +5.5% | -24.2% | -20.2% |
| 6M | -39.7% | -11.1% | -28.7% | -39.0% |
| YTD | -39.6% | -13.6% | -26.1% | -39.2% |
| 1Y | -51.7% | -2.9% | -48.9% | -52.9% |
| 3Y | +10.2% | +69.6% | -59.4% | -13.0% |
| 5Y | +30.8% | +5.4% | +25.4% | +7.9% |
| 10Y | +252.1% | +17.8% | +234.2% | +131.2% |
| All | +24,538.0% | +2,175.1% | +22,362.9% | +3,861.0% |
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 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