+10.2%
ORCL vs GPC
+1.0%
+9.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -11.2% | +1.6% | -12.7% | -11.2% |
| 30D | -18.8% | -2.1% | -16.7% | -18.8% |
| 3M | -18.8% | -6.8% | -12.0% | -18.4% |
| 6M | -39.7% | +18.6% | -58.3% | -40.8% |
| YTD | -39.6% | +2.7% | -42.3% | -39.8% |
| 1Y | -51.7% | +1.8% | -53.5% | -51.9% |
| 3Y | +10.2% | +1.1% | +9.2% | +6.4% |
| All | +10.2% | +1.0% | +9.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling