+246.0%
ORCL vs GLD
+203.9%
+42.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | -6.5% | +2.8% | -9.3% | -7.1% |
| 30D | -16.6% | -4.0% | -12.6% | -15.8% |
| 3M | -21.6% | -8.2% | -13.4% | -20.2% |
| 6M | -39.4% | -14.8% | -24.5% | -37.6% |
| YTD | -38.7% | -6.8% | -31.9% | -37.7% |
| 1Y | -50.4% | -2.4% | -48.0% | -49.9% |
| 3Y | +8.1% | +105.8% | -97.7% | -0.5% |
| 5Y | +34.5% | +113.3% | -78.8% | +22.1% |
| 10Y | +246.0% | +208.4% | +37.6% | +223.5% |
| All | +246.0% | +203.9% | +42.1% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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