+42.7%
ORCL vs GFI
+300.1%
-257.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.0% | -8.7% | +16.7% | +9.0% |
| 30D | -4.0% | +0.6% | -4.6% | -4.2% |
| 3M | -19.5% | -7.5% | -12.0% | -18.8% |
| 6M | -33.5% | -18.3% | -15.1% | -32.4% |
| YTD | -34.8% | -13.8% | -21.0% | -34.6% |
| 1Y | -41.6% | -8.8% | -32.8% | -41.7% |
| 3Y | +13.8% | +215.8% | -202.1% | +6.1% |
| All | +42.7% | +300.1% | -257.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling