+251.6%
ORCL vs GE
+165.1%
+86.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.1% |
| 7D | +0.5% | +6.3% | -5.8% | -1.2% |
| 30D | -15.3% | +8.9% | -24.2% | -17.4% |
| 3M | -18.2% | -9.2% | -9.0% | -16.2% |
| 6M | -38.4% | +13.2% | -51.7% | -40.8% |
| YTD | -37.7% | +9.4% | -47.1% | -40.1% |
| 1Y | -49.3% | +9.8% | -59.1% | -51.3% |
| 3Y | +10.6% | +278.2% | -267.6% | -23.8% |
| 5Y | +35.5% | +396.0% | -360.5% | -14.7% |
| 10Y | +251.6% | +162.4% | +89.2% | +93.7% |
| All | +251.6% | +165.1% | +86.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling