-49.5%
ORCL vs GIS
-17.8%
-31.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | +0.2% |
| 7D | -14.4% | +8.5% | -22.9% | -11.4% |
| 30D | -12.8% | +15.3% | -28.2% | -7.4% |
| 3M | -14.8% | +0.9% | -15.7% | -13.6% |
| 6M | -30.9% | +7.9% | -38.8% | -26.7% |
| YTD | -35.7% | -17.6% | -18.1% | -39.6% |
| 1Y | -49.5% | -17.4% | -32.1% | -52.3% |
| All | -49.5% | -17.8% | -31.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling