+42.7%
ORCL vs GH
+45.9%
-3.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -1.1% |
| 7D | +8.0% | +0.6% | +7.4% | +7.9% |
| 30D | -4.0% | -6.9% | +2.9% | -3.0% |
| 3M | -19.5% | -4.9% | -14.5% | -19.0% |
| 6M | -33.5% | +54.1% | -87.5% | -36.9% |
| YTD | -34.8% | +48.5% | -83.3% | -38.1% |
| 1Y | -41.6% | +61.2% | -102.8% | -45.1% |
| 3Y | +13.8% | +570.3% | -556.6% | -12.6% |
| All | +42.7% | +45.9% | -3.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling