-31.9%
ORCL vs GEV
+60.6%
-92.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.2% |
| 7D | +15.0% | +8.1% | +6.9% | +11.7% |
| 30D | +10.5% | -1.9% | +12.5% | +11.1% |
| 3M | -23.0% | +4.1% | -27.1% | -25.5% |
| 6M | +7.0% | +23.2% | -16.2% | -8.5% |
| YTD | -15.8% | +48.9% | -64.7% | -36.8% |
| All | -31.9% | +60.6% | -92.5% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling