+42.7%
ORCL vs GPC
+4.3%
+38.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +8.0% | +0.4% | +7.5% | +7.9% |
| 30D | -4.0% | -6.3% | +2.3% | -2.8% |
| 3M | -19.5% | -8.2% | -11.3% | -18.2% |
| 6M | -33.5% | +27.1% | -60.6% | -37.9% |
| YTD | -34.8% | +3.1% | -38.0% | -36.2% |
| 1Y | -41.6% | +0.1% | -41.7% | -42.5% |
| 3Y | +13.8% | +0.2% | +13.5% | +6.3% |
| All | +42.7% | +4.3% | +38.3% | +22.4% |
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 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