+246.0%
ORCL vs GM
+245.7%
+0.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -16.6% | +7.2% | -23.8% | -18.2% |
| 3M | -21.6% | +1.0% | -22.6% | -22.2% |
| 6M | -39.4% | +13.0% | -52.4% | -41.5% |
| YTD | -38.7% | +9.8% | -48.4% | -40.8% |
| 1Y | -50.4% | +25.9% | -76.3% | -53.7% |
| 3Y | +8.1% | +240.4% | -232.3% | -24.9% |
| 5Y | +34.5% | +56.1% | -21.6% | +12.2% |
| 10Y | +246.0% | +226.7% | +19.3% | +135.7% |
| All | +246.0% | +245.7% | +0.3% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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