+303.7%
ORCL vs GLDM
+248.1%
+55.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +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% | -13.7% | +18.6% | +6.6% |
| YTD | -17.8% | +2.8% | -20.5% | -18.1% |
| 1Y | -28.0% | +24.8% | -52.8% | -30.0% |
| 3Y | +36.0% | +127.8% | -91.8% | +23.4% |
| 5Y | +88.7% | +141.1% | -52.4% | +68.7% |
| All | +303.7% | +248.1% | +55.6% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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