+32.7%
ORCL vs GEV
+730.5%
-697.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.3% |
| 7D | +10.9% | +3.2% | +7.7% | +9.6% |
| 30D | +7.0% | -4.0% | +11.0% | +8.6% |
| 3M | -21.2% | +3.4% | -24.6% | -23.5% |
| 6M | +7.4% | +14.7% | -7.3% | -2.0% |
| YTD | -16.3% | +45.8% | -62.1% | -32.0% |
| 1Y | -32.3% | +57.4% | -89.7% | -47.0% |
| All | +32.7% | +730.5% | -697.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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