+32.1%
ORCL vs GNRC
+61.2%
-29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | +10.9% | +3.2% | +7.7% | +10.1% |
| 30D | +7.0% | -9.5% | +16.5% | +9.3% |
| 3M | -21.2% | -28.5% | +7.4% | -15.5% |
| 6M | +7.4% | -10.0% | +17.3% | +7.8% |
| YTD | -16.3% | +36.7% | -53.0% | -26.3% |
| 1Y | -32.3% | +2.6% | -34.9% | -35.2% |
| All | +32.1% | +61.2% | -29.0% | +8.8% |
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