-28.0%
ORCL vs GD
+13.1%
-41.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.8% | +3.1% |
| 7D | +5.3% | -5.3% | +10.5% | +5.4% |
| 30D | +10.0% | -6.4% | +16.4% | +10.2% |
| 3M | -32.6% | +5.7% | -38.3% | -32.7% |
| 6M | +4.9% | -0.9% | +5.9% | +8.2% |
| YTD | -17.8% | +8.2% | -25.9% | -17.8% |
| 1Y | -28.0% | +13.4% | -41.4% | -23.4% |
| All | -28.0% | +13.1% | -41.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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