+32.1%
ORCL vs GFI
+304.2%
-272.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +10.9% | +4.7% | +6.2% | +10.1% |
| 30D | +7.0% | +14.4% | -7.4% | +4.9% |
| 3M | -21.2% | +32.5% | -53.7% | -24.5% |
| 6M | +7.4% | -7.2% | +14.5% | +6.7% |
| YTD | -16.3% | +10.9% | -27.1% | -19.0% |
| 1Y | -32.3% | +35.5% | -67.8% | -36.0% |
| All | +32.1% | +304.2% | -272.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling