+346.9%
ORCL vs GPC
+80.7%
+266.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +5.3% | +1.2% | +4.1% | +4.9% |
| 30D | +10.0% | +6.0% | +4.0% | +8.1% |
| 3M | -32.6% | +42.6% | -75.2% | -40.1% |
| 6M | +4.9% | +22.8% | -17.8% | -2.4% |
| YTD | -17.8% | +15.5% | -33.2% | -22.5% |
| 1Y | -28.0% | +2.0% | -30.0% | -29.6% |
| 3Y | +36.0% | -1.4% | +37.4% | +30.2% |
| 5Y | +88.7% | +30.6% | +58.1% | +61.3% |
| All | +346.9% | +80.7% | +266.2% | +236.3% |
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