+244.8%
ORCL vs GLW
+498.6%
-253.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | -11.2% | -13.9% | +2.8% | -6.4% |
| 30D | -18.8% | -35.0% | +16.2% | -5.5% |
| 3M | -18.8% | -32.4% | +13.6% | -7.7% |
| 6M | -39.7% | -41.3% | +1.6% | -31.6% |
| YTD | -39.6% | +21.8% | -61.5% | -52.3% |
| 1Y | -51.7% | +21.8% | -73.6% | -62.0% |
| 3Y | +10.2% | +307.7% | -297.4% | -49.4% |
| 5Y | +30.8% | +213.7% | -182.9% | -34.1% |
| All | +244.8% | +498.6% | -253.8% | +15.6% |
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