+42.7%
ORCL vs GFS
-8.5%
+51.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.5% | +3.3% | +7.7% |
| 7D | +3.8% | +6.2% | -2.5% | +2.5% |
| 30D | -6.6% | -11.4% | +4.8% | -4.4% |
| 3M | -11.4% | -15.5% | +4.0% | -8.7% |
| 6M | -33.3% | -42.6% | +9.3% | -26.6% |
| YTD | -33.3% | +23.2% | -56.4% | -37.9% |
| 1Y | -44.9% | +23.6% | -68.5% | -48.7% |
| 3Y | +17.6% | -17.2% | +34.8% | +14.4% |
| 5Y | +46.1% | -23.4% | +69.5% | +39.0% |
| All | +42.7% | -8.5% | +51.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling