+16.5%
ORCL vs GNRC
+89.5%
-73.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.7% | +2.1% | +7.0% |
| 7D | +3.8% | +2.5% | +1.3% | +3.1% |
| 30D | -6.6% | -11.2% | +4.6% | -3.8% |
| 3M | -11.4% | -10.1% | -1.3% | -9.5% |
| 6M | -33.3% | -28.5% | -4.8% | -28.8% |
| YTD | -33.3% | +42.3% | -75.5% | -42.0% |
| 1Y | -44.9% | +22.8% | -67.8% | -50.0% |
| All | +16.5% | +89.5% | -73.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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