-51.7%
ORCL vs GFS
+8.5%
-60.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.5% |
| 7D | -11.2% | -7.8% | -3.3% | -9.7% |
| 30D | -18.8% | -19.7% | +0.8% | -15.5% |
| 3M | -18.8% | -23.1% | +4.3% | -15.1% |
| 6M | -39.7% | -46.4% | +6.6% | -33.3% |
| YTD | -39.6% | +11.0% | -50.7% | -43.9% |
| 1Y | -51.7% | +12.6% | -64.4% | -54.0% |
| All | -51.7% | +8.5% | -60.3% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling