+275.4%
ORCL vs GPC
+74.2%
+201.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +10.4% | -1.3% | +11.7% | +10.8% |
| 30D | -11.2% | -6.0% | -5.2% | -9.9% |
| 3M | -16.8% | -7.6% | -9.1% | -15.1% |
| 6M | -31.5% | +24.2% | -55.7% | -36.9% |
| YTD | -33.9% | +2.7% | -36.6% | -35.9% |
| 1Y | -43.3% | +0.2% | -43.4% | -44.6% |
| 3Y | +16.5% | -0.8% | +17.2% | +9.9% |
| 5Y | +45.4% | +4.4% | +41.0% | +33.2% |
| All | +275.4% | +74.2% | +201.3% | +184.5% |
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