+464.5%
ORCL vs GM
+242.9%
+221.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +3.8% | -3.8% | +7.6% | +4.9% |
| 30D | -6.6% | +7.9% | -14.5% | -8.8% |
| 3M | -11.4% | -0.3% | -11.1% | -11.8% |
| 6M | -33.3% | +18.6% | -51.9% | -36.9% |
| YTD | -33.3% | +10.0% | -43.3% | -36.0% |
| 1Y | -44.9% | +25.9% | -70.8% | -49.2% |
| 3Y | +17.6% | +241.2% | -223.6% | -22.8% |
| 5Y | +46.1% | +50.0% | -4.0% | +20.1% |
| 10Y | +277.8% | +215.1% | +62.7% | +119.1% |
| All | +464.5% | +242.9% | +221.6% | +192.5% |
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