+24,338.5%
ORCL vs GPC
+2,100.6%
+22,238.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.2% |
| 7D | -17.5% | +1.7% | -19.2% | -18.3% |
| 30D | -20.2% | -2.3% | -17.9% | -19.8% |
| 3M | -19.9% | -4.5% | -15.4% | -18.7% |
| 6M | -37.4% | +21.6% | -59.0% | -44.9% |
| YTD | -40.1% | +4.0% | -44.2% | -43.8% |
| 1Y | -53.4% | +3.5% | -56.9% | -56.3% |
| 3Y | +10.4% | +2.1% | +8.3% | -1.8% |
| 5Y | +29.8% | +5.5% | +24.3% | +11.1% |
| 10Y | +249.2% | +90.7% | +158.5% | +91.6% |
| All | +24,338.5% | +2,100.6% | +22,238.0% | +2,635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling