+10.2%
ORCL vs GFS
-27.1%
+37.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.5% |
| 7D | -11.2% | -7.8% | -3.3% | -9.6% |
| 30D | -18.8% | -19.7% | +0.8% | -15.2% |
| 3M | -18.8% | -23.1% | +4.3% | -14.7% |
| 6M | -39.7% | -46.4% | +6.6% | -32.6% |
| YTD | -39.6% | +11.0% | -50.7% | -42.8% |
| 1Y | -51.7% | +12.6% | -64.4% | -54.3% |
| 3Y | +10.2% | -24.9% | +35.2% | +7.8% |
| All | +10.2% | -27.1% | +37.4% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling