+336.5%
ORCL vs GM
+242.0%
+94.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.1% |
| 7D | -0.7% | -1.1% | +0.3% | -0.5% |
| 30D | +5.1% | -3.4% | +8.5% | +5.9% |
| 3M | -23.7% | +8.7% | -32.4% | -25.4% |
| 6M | +3.1% | +15.4% | -12.3% | -0.9% |
| YTD | -20.8% | +6.6% | -27.4% | -22.7% |
| 1Y | -52.9% | +51.5% | -104.4% | -58.1% |
| 3Y | +25.4% | +169.3% | -143.9% | -7.1% |
| 5Y | +82.4% | +81.6% | +0.9% | +46.9% |
| All | +336.5% | +242.0% | +94.5% | +184.8% |
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