+34.5%
ORCL vs GLW
+233.0%
-198.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.5% |
| 7D | -6.5% | -11.1% | +4.6% | -3.2% |
| 30D | -16.6% | -28.4% | +11.9% | -7.5% |
| 3M | -21.6% | -28.8% | +7.2% | -13.6% |
| 6M | -39.4% | -39.8% | +0.5% | -32.8% |
| YTD | -38.7% | +28.7% | -67.4% | -53.3% |
| 1Y | -50.4% | +27.7% | -78.1% | -62.2% |
| 3Y | +8.1% | +331.3% | -323.2% | -52.8% |
| 5Y | +34.5% | +233.4% | -198.9% | -34.5% |
| All | +34.5% | +233.0% | -198.5% | -34.5% |
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