+91.4%
ORCL vs GPC
+30.9%
+60.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +10.0% | +6.0% | +4.0% | +8.6% |
| 3M | -32.6% | +42.6% | -75.2% | -38.5% |
| 6M | +4.9% | +22.8% | -17.8% | -0.5% |
| YTD | -17.8% | +15.5% | -33.2% | -21.3% |
| 1Y | -28.0% | +2.0% | -30.0% | -28.7% |
| 3Y | +36.0% | -1.4% | +37.4% | +32.2% |
| All | +91.4% | +30.9% | +60.5% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling