+426.7%
ORCL vs GM
+245.8%
+181.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.0% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -15.3% | +8.4% | -23.6% | -17.4% |
| 3M | -18.2% | +2.6% | -20.8% | -19.3% |
| 6M | -38.4% | +14.3% | -52.7% | -41.2% |
| YTD | -37.7% | +11.0% | -48.7% | -40.4% |
| 1Y | -49.3% | +27.8% | -77.1% | -53.4% |
| 3Y | +10.6% | +246.7% | -236.0% | -27.7% |
| 5Y | +35.5% | +59.6% | -24.1% | +9.3% |
| 10Y | +251.6% | +249.1% | +2.5% | +95.9% |
| All | +426.7% | +245.8% | +181.0% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling