+94.3%
ORCL vs GIS
-21.0%
+115.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.1% |
| 7D | +15.0% | -8.3% | +23.3% | +13.7% |
| 30D | +10.5% | +2.2% | +8.4% | +10.9% |
| 3M | -23.0% | +15.7% | -38.7% | -21.4% |
| 6M | +7.0% | -12.0% | +19.0% | +6.9% |
| YTD | -15.8% | -15.0% | -0.8% | -15.9% |
| 1Y | -31.1% | -20.1% | -11.0% | -31.3% |
| 3Y | +33.3% | -34.6% | +67.9% | +32.4% |
| 5Y | +94.3% | -22.8% | +117.2% | +77.1% |
| All | +94.3% | -21.0% | +115.3% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling