+336.5%
ORCL vs GFI
+1,081.9%
-745.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -5.2% |
| 7D | -0.7% | -5.1% | +4.4% | -0.5% |
| 30D | +5.1% | +13.4% | -8.3% | +4.5% |
| 3M | -23.7% | +36.2% | -60.0% | -24.8% |
| 6M | +3.1% | -9.8% | +12.9% | +3.0% |
| YTD | -20.8% | +7.7% | -28.5% | -21.3% |
| 1Y | -52.9% | +27.2% | -80.1% | -53.4% |
| 3Y | +25.4% | +300.3% | -274.9% | +22.1% |
| 5Y | +82.4% | +539.8% | -457.4% | +77.6% |
| All | +336.5% | +1,081.9% | -745.4% | +367.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling