+107.8%
ORCL vs GEHC
+10.0%
+97.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +5.3% | -4.0% | +9.3% | +6.2% |
| 30D | +10.0% | -2.0% | +11.9% | +10.4% |
| 3M | -32.6% | +8.0% | -40.6% | -34.1% |
| 6M | +4.9% | -12.8% | +17.7% | +7.7% |
| YTD | -17.8% | -15.9% | -1.8% | -15.1% |
| 1Y | -28.0% | -6.9% | -21.1% | -28.3% |
| 3Y | +36.0% | 0.0% | +36.1% | +29.7% |
| All | +107.8% | +10.0% | +97.8% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 all: compounded portfolio wealth divided by compounded GEHC 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…
all analysis · Full analysis span regression · 6 months rolling