-53.4%
ORCL vs GD
+6.0%
-59.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -7.0% |
| 7D | -17.5% | -3.9% | -13.6% | -17.7% |
| 30D | -20.2% | +8.1% | -28.2% | -19.8% |
| 3M | -19.9% | -6.8% | -13.2% | -19.4% |
| 6M | -37.4% | +3.0% | -40.4% | -36.9% |
| YTD | -40.1% | +7.8% | -47.9% | -41.0% |
| 1Y | -53.4% | +5.8% | -59.2% | -53.4% |
| All | -53.4% | +6.0% | -59.3% | -53.4% |
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