-51.7%
ORCL vs GD
+5.1%
-56.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.8% |
| 7D | -11.2% | -5.0% | -6.2% | -11.4% |
| 30D | -18.8% | +8.9% | -27.8% | -18.5% |
| 3M | -18.8% | -8.0% | -10.7% | -18.2% |
| 6M | -39.7% | +2.9% | -42.6% | -39.3% |
| YTD | -39.6% | +7.1% | -46.7% | -40.5% |
| 1Y | -51.7% | +5.9% | -57.7% | -52.0% |
| All | -51.7% | +5.1% | -56.8% | -52.0% |
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