+66.5%
ORCL vs GFS
0.0%
+66.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.2% |
| 7D | -5.4% | +3.8% | -9.2% | -6.1% |
| 30D | -2.0% | -11.7% | +9.8% | +0.5% |
| 3M | -18.1% | -41.8% | +23.7% | -9.4% |
| 6M | -7.2% | +6.6% | -13.9% | -9.6% |
| YTD | -22.2% | +34.6% | -56.8% | -28.6% |
| 1Y | -50.6% | +46.2% | -96.8% | -55.7% |
| 3Y | +22.9% | -20.3% | +43.2% | +20.5% |
| All | +66.5% | 0.0% | +66.5% | +54.8% |
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