+368.8%
ORCL vs GIS
-19.2%
+388.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.3% |
| 7D | +10.9% | -8.6% | +19.5% | +12.2% |
| 30D | +7.0% | -0.5% | +7.5% | +6.9% |
| 3M | -21.2% | +11.9% | -33.1% | -23.0% |
| 6M | +7.4% | -11.6% | +19.0% | +9.3% |
| YTD | -16.3% | -16.3% | 0.0% | -14.1% |
| 1Y | -32.3% | -21.8% | -10.6% | -29.8% |
| 3Y | +32.6% | -35.7% | +68.2% | +41.1% |
| 5Y | +93.1% | -22.9% | +116.0% | +88.4% |
| 10Y | +368.8% | -16.8% | +385.6% | +333.2% |
| All | +368.8% | -19.2% | +388.0% | +333.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling