+29.8%
ORCL vs GLD
+122.9%
-93.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.1% |
| 7D | -17.5% | +1.9% | -19.4% | -17.9% |
| 30D | -20.2% | -1.8% | -18.4% | -19.7% |
| 3M | -19.9% | -3.6% | -16.3% | -19.0% |
| 6M | -37.4% | -10.2% | -27.2% | -35.8% |
| YTD | -40.1% | -5.3% | -34.9% | -39.3% |
| 1Y | -53.4% | +2.5% | -55.8% | -53.4% |
| 3Y | +10.4% | +103.2% | -92.8% | -2.3% |
| 5Y | +29.8% | +121.1% | -91.3% | +4.0% |
| All | +29.8% | +122.9% | -93.2% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling