-30.9%
ORCL vs GD
+7.0%
-37.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -3.5% |
| 7D | -14.4% | +3.0% | -17.4% | -12.6% |
| 30D | -12.8% | +10.5% | -23.4% | -6.8% |
| 3M | -14.8% | -5.0% | -9.8% | -16.4% |
| 6M | -30.9% | +5.5% | -36.4% | -22.9% |
| All | -30.9% | +7.0% | -37.9% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling