-28.0%
ORCL vs GFI
+45.3%
-73.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.5% |
| 7D | +5.3% | +3.1% | +2.1% | +4.5% |
| 30D | +10.0% | +27.1% | -17.1% | +3.4% |
| 3M | -32.6% | +21.2% | -53.7% | -36.1% |
| 6M | +4.9% | -4.5% | +9.4% | +3.3% |
| YTD | -17.8% | +11.7% | -29.5% | -25.4% |
| 1Y | -28.0% | +46.0% | -74.0% | -51.3% |
| All | -28.0% | +45.3% | -73.3% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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