+173.4%
ORCL vs GH
+472.2%
-298.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.1% | +2.6% |
| 7D | +0.5% | -7.0% | +7.5% | +1.3% |
| 30D | -15.3% | -5.2% | -10.1% | -14.7% |
| 3M | -18.2% | -5.8% | -12.5% | -17.7% |
| 6M | -38.4% | +65.9% | -104.4% | -41.8% |
| YTD | -37.7% | +55.5% | -93.2% | -40.9% |
| 1Y | -49.3% | +64.2% | -113.4% | -52.1% |
| 3Y | +10.6% | +606.0% | -595.4% | -13.4% |
| 5Y | +35.5% | +47.3% | -11.8% | +17.7% |
| All | +173.4% | +472.2% | -298.8% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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