+30.6%
ORCL vs GLW
+212.0%
-181.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -11.2% | -13.9% | +2.8% | -6.9% |
| 30D | -18.8% | -35.0% | +16.2% | -7.2% |
| 3M | -18.8% | -32.4% | +13.6% | -9.0% |
| 6M | -39.7% | -41.3% | +1.6% | -32.7% |
| YTD | -39.6% | +21.8% | -61.5% | -53.2% |
| 1Y | -51.7% | +21.8% | -73.6% | -62.8% |
| 3Y | +10.2% | +307.7% | -297.4% | -51.0% |
| All | +30.6% | +212.0% | -181.4% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling