+269.5%
ORCL vs GH
+480.1%
-210.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +15.0% | -2.1% | +17.1% | +15.2% |
| 30D | +10.5% | -4.5% | +15.0% | +11.0% |
| 3M | -23.0% | +28.9% | -51.9% | -25.2% |
| 6M | +7.0% | +76.5% | -69.5% | +0.3% |
| YTD | -15.8% | +57.6% | -73.4% | -20.2% |
| 1Y | -31.1% | +167.5% | -198.6% | -38.5% |
| 3Y | +33.3% | +377.4% | -344.1% | +8.4% |
| 5Y | +94.3% | +23.8% | +70.5% | +70.9% |
| All | +269.5% | +480.1% | -210.6% | +169.1% |
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