+33,471.1%
ORCL vs GFI
+688.7%
+32,782.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.1% |
| 7D | +5.3% | +3.1% | +2.1% | +5.1% |
| 30D | +10.0% | +27.1% | -17.1% | +8.9% |
| 3M | -32.6% | +21.2% | -53.7% | -33.1% |
| 6M | +4.9% | -4.5% | +9.4% | +4.8% |
| YTD | -17.8% | +11.7% | -29.5% | -18.4% |
| 1Y | -28.0% | +46.0% | -74.0% | -29.2% |
| 3Y | +36.0% | +309.6% | -273.5% | +28.7% |
| 5Y | +88.7% | +506.0% | -417.3% | +75.0% |
| 10Y | +346.9% | +1,009.2% | -662.3% | +298.1% |
| All | +33,471.1% | +688.7% | +32,782.4% | +28,701.3% |
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