+31.5%
ORCL vs GH
+379.5%
-348.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.1% |
| 7D | +5.3% | -0.1% | +5.3% | +5.2% |
| 30D | +10.0% | -1.1% | +11.1% | +10.0% |
| 3M | -32.6% | +21.3% | -53.9% | -34.1% |
| 6M | +4.9% | +73.5% | -68.6% | -1.6% |
| YTD | -17.8% | +58.0% | -75.8% | -22.2% |
| 1Y | -28.0% | +163.1% | -191.0% | -35.2% |
| All | +31.5% | +379.5% | -348.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling