+1,105.9%
ORCL vs GLD
+738.4%
+367.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.2% |
| 7D | -14.4% | -0.3% | -14.1% | -14.4% |
| 30D | -12.8% | -1.9% | -11.0% | -12.7% |
| 3M | -14.8% | -0.4% | -14.3% | -14.7% |
| 6M | -30.9% | -10.2% | -20.7% | -30.3% |
| YTD | -35.7% | -6.0% | -29.7% | -35.3% |
| 1Y | -49.5% | +2.8% | -52.3% | -49.4% |
| 3Y | +18.6% | +101.6% | -82.9% | +16.2% |
| 5Y | +38.4% | +122.2% | -83.7% | +35.1% |
| 10Y | +275.2% | +199.5% | +75.8% | +265.9% |
| All | +1,105.9% | +738.4% | +367.6% | +1,033.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling