+29.8%
ORCL vs GD
+97.4%
-67.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.1% |
| 7D | -17.5% | -3.9% | -13.6% | -16.3% |
| 30D | -20.2% | +8.1% | -28.2% | -22.5% |
| 3M | -19.9% | -6.8% | -13.2% | -18.0% |
| 6M | -37.4% | +3.0% | -40.4% | -38.7% |
| YTD | -40.1% | +7.8% | -47.9% | -42.7% |
| 1Y | -53.4% | +5.8% | -59.2% | -55.0% |
| 3Y | +10.4% | +55.3% | -44.9% | -11.7% |
| 5Y | +29.8% | +96.7% | -66.9% | -13.8% |
| All | +29.8% | +97.4% | -67.6% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling