+595.6%
ORCL vs GM
+238.5%
+357.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | +5.3% | +1.9% | +3.3% | +4.7% |
| 30D | +10.0% | -1.4% | +11.3% | +10.3% |
| 3M | -32.6% | +5.9% | -38.5% | -33.8% |
| 6M | +4.9% | +12.4% | -7.5% | +1.0% |
| YTD | -17.8% | +8.6% | -26.4% | -20.4% |
| 1Y | -28.0% | +52.6% | -80.6% | -37.4% |
| 3Y | +36.0% | +169.7% | -133.6% | -3.8% |
| 5Y | +88.7% | +87.5% | +1.2% | +45.2% |
| 10Y | +346.9% | +233.0% | +113.9% | +154.0% |
| All | +595.6% | +238.5% | +357.1% | +263.6% |
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