+26,501.0%
ORCL vs GFI
+508.6%
+25,992.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.0% | -8.7% | +16.7% | +8.4% |
| 30D | -4.0% | +0.6% | -4.6% | -4.1% |
| 3M | -19.5% | -7.5% | -12.0% | -19.3% |
| 6M | -33.5% | -18.3% | -15.1% | -33.1% |
| YTD | -34.8% | -13.8% | -21.0% | -34.7% |
| 1Y | -41.6% | -8.8% | -32.8% | -41.6% |
| 3Y | +13.8% | +215.8% | -202.1% | +8.7% |
| 5Y | +43.4% | +301.2% | -257.8% | +34.9% |
| 10Y | +268.8% | +1,284.4% | -1,015.6% | +226.3% |
| All | +26,501.0% | +508.6% | +25,992.4% | +22,944.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling