+244.8%
ORCL vs GPC
+85.6%
+159.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -11.2% | +1.6% | -12.7% | -11.6% |
| 30D | -18.8% | -2.1% | -16.7% | -18.6% |
| 3M | -18.8% | -6.8% | -12.0% | -17.4% |
| 6M | -39.7% | +18.6% | -58.3% | -43.6% |
| YTD | -39.6% | +2.7% | -42.3% | -41.4% |
| 1Y | -51.7% | +1.8% | -53.5% | -53.1% |
| 3Y | +10.2% | +1.1% | +9.2% | +3.3% |
| 5Y | +30.8% | +4.1% | +26.8% | +20.0% |
| All | +244.8% | +85.6% | +159.2% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling