+244.8%
ORCL vs GLD
+203.7%
+41.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -11.2% | +4.7% | -15.9% | -12.1% |
| 30D | -18.8% | -0.9% | -17.9% | -18.6% |
| 3M | -18.8% | -4.4% | -14.4% | -17.9% |
| 6M | -39.7% | -13.6% | -26.2% | -38.2% |
| YTD | -39.6% | -6.0% | -33.6% | -38.8% |
| 1Y | -51.7% | +1.8% | -53.5% | -51.6% |
| 3Y | +10.2% | +103.2% | -92.9% | +1.4% |
| 5Y | +30.8% | +119.3% | -88.5% | +18.3% |
| All | +244.8% | +203.7% | +41.1% | +220.5% |
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