+31.5%
ORCL vs GM
+179.1%
-147.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | +5.3% | +1.9% | +3.3% | +5.0% |
| 30D | +10.0% | -1.4% | +11.3% | +10.1% |
| 3M | -32.6% | +5.9% | -38.5% | -33.3% |
| 6M | +4.9% | +12.4% | -7.5% | +2.8% |
| YTD | -17.8% | +8.6% | -26.4% | -19.2% |
| 1Y | -28.0% | +52.6% | -80.6% | -32.3% |
| All | +31.5% | +179.1% | -147.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling