+9.3%
ORCL vs GLD
+103.9%
-94.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.2% |
| 7D | -17.5% | +1.9% | -19.4% | -18.0% |
| 30D | -20.2% | -1.8% | -18.4% | -19.6% |
| 3M | -19.9% | -3.6% | -16.3% | -18.8% |
| 6M | -37.4% | -10.2% | -27.2% | -35.6% |
| YTD | -40.1% | -5.3% | -34.9% | -39.2% |
| 1Y | -53.4% | +2.5% | -55.8% | -53.5% |
| All | +9.3% | +103.9% | -94.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling