+346.9%
ORCL vs GLD
+219.3%
+127.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +10.0% | +4.4% | +5.6% | +9.1% |
| 3M | -32.6% | -1.1% | -31.5% | -32.5% |
| 6M | +4.9% | -13.8% | +18.7% | +6.8% |
| YTD | -17.8% | +2.6% | -20.4% | -18.2% |
| 1Y | -28.0% | +24.5% | -52.5% | -30.2% |
| 3Y | +36.0% | +125.8% | -89.8% | +22.7% |
| 5Y | +88.7% | +137.8% | -49.1% | +67.8% |
| All | +346.9% | +219.3% | +127.6% | +304.4% |
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