+93.1%
ORCL vs GFI
+512.6%
-419.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +10.9% | +4.7% | +6.2% | +10.4% |
| 30D | +7.0% | +14.4% | -7.4% | +5.5% |
| 3M | -21.2% | +32.5% | -53.7% | -23.5% |
| 6M | +7.4% | -7.2% | +14.5% | +7.0% |
| YTD | -16.3% | +10.9% | -27.1% | -18.0% |
| 1Y | -32.3% | +35.5% | -67.8% | -34.7% |
| 3Y | +32.6% | +312.1% | -279.6% | +21.1% |
| 5Y | +93.1% | +524.6% | -431.5% | +82.1% |
| All | +93.1% | +512.6% | -419.5% | +82.1% |
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