+193.9%
ORCL vs GLDM
+221.7%
-27.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.1% |
| 7D | -17.5% | +1.9% | -19.4% | -17.8% |
| 30D | -20.2% | -1.7% | -18.5% | -19.8% |
| 3M | -19.9% | -3.5% | -16.4% | -19.2% |
| 6M | -37.4% | -10.1% | -27.4% | -36.2% |
| YTD | -40.1% | -5.0% | -35.1% | -39.4% |
| 1Y | -53.4% | +2.8% | -56.2% | -53.3% |
| 3Y | +10.4% | +105.1% | -94.7% | +2.1% |
| 5Y | +29.8% | +124.3% | -94.5% | +17.8% |
| All | +193.9% | +221.7% | -27.8% | +179.9% |
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