+25,321.1%
ORCL vs GIS
+1,392.5%
+23,928.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.7% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | -15.3% | +10.1% | -25.4% | -18.5% |
| 3M | -18.2% | -3.7% | -14.6% | -18.1% |
| 6M | -38.4% | +4.3% | -42.7% | -40.6% |
| YTD | -37.7% | -19.8% | -17.9% | -34.7% |
| 1Y | -49.3% | -20.5% | -28.8% | -46.9% |
| 3Y | +10.6% | -38.3% | +49.0% | +23.2% |
| 5Y | +35.5% | -32.2% | +67.7% | +42.3% |
| 10Y | +251.6% | -18.0% | +269.6% | +229.2% |
| All | +25,321.1% | +1,392.5% | +23,928.6% | +5,354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling