+93.1%
ORCL vs GPN
-46.4%
+139.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.1% |
| 7D | +10.9% | -6.2% | +17.1% | +12.5% |
| 30D | +7.0% | +1.0% | +6.0% | +6.7% |
| 3M | -21.2% | +36.9% | -58.1% | -27.6% |
| 6M | +7.4% | +16.8% | -9.4% | +2.7% |
| YTD | -16.3% | +13.2% | -29.5% | -19.7% |
| 1Y | -32.3% | +1.4% | -33.8% | -33.6% |
| 3Y | +32.6% | -28.6% | +61.2% | +39.8% |
| 5Y | +93.1% | -47.0% | +140.1% | +118.7% |
| All | +93.1% | -46.4% | +139.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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