+275.4%
ORCL vs GLW
+554.5%
-279.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +10.4% | +15.5% | -5.2% | +4.8% |
| 30D | -11.2% | -19.6% | +8.3% | -4.2% |
| 3M | -16.8% | -28.5% | +11.7% | -7.2% |
| 6M | -31.5% | -39.5% | +8.0% | -22.6% |
| YTD | -33.9% | +37.2% | -71.1% | -50.0% |
| 1Y | -43.3% | +35.4% | -78.7% | -56.9% |
| 3Y | +16.5% | +359.7% | -343.2% | -48.8% |
| 5Y | +45.4% | +244.0% | -198.6% | -29.0% |
| All | +275.4% | +554.5% | -279.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling