+35.5%
ORCL vs GPC
+7.9%
+27.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.7% |
| 7D | +0.5% | +0.8% | -0.4% | +0.3% |
| 30D | -15.3% | -1.1% | -14.2% | -15.3% |
| 3M | -18.2% | -6.6% | -11.6% | -17.2% |
| 6M | -38.4% | +22.2% | -60.7% | -41.9% |
| YTD | -37.7% | +5.1% | -42.8% | -39.3% |
| 1Y | -49.3% | +2.8% | -52.1% | -50.3% |
| 3Y | +10.6% | +2.4% | +8.3% | +2.9% |
| 5Y | +35.5% | +7.8% | +27.7% | +14.8% |
| All | +35.5% | +7.9% | +27.6% | +14.8% |
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