-52.9%
ORCL vs GM
+50.1%
-103.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -5.6% |
| 7D | -0.7% | -1.1% | +0.3% | -0.6% |
| 30D | +5.1% | -3.4% | +8.5% | +5.4% |
| 3M | -23.7% | +8.7% | -32.4% | -24.7% |
| 6M | +3.1% | +15.4% | -12.3% | +1.2% |
| YTD | -20.8% | +6.6% | -27.4% | -22.5% |
| 1Y | -52.9% | +51.5% | -104.4% | -51.0% |
| All | -52.9% | +50.1% | -103.0% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling