+388.2%
ORCL vs GRMN
+6,890.4%
-6,502.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | +4.7% | -15.9% | -12.4% |
| 30D | -18.8% | +3.4% | -22.2% | -19.9% |
| 3M | -18.8% | -5.0% | -13.7% | -17.9% |
| 6M | -39.7% | +18.6% | -58.3% | -43.2% |
| YTD | -39.6% | +42.5% | -82.1% | -46.1% |
| 1Y | -51.7% | +42.3% | -94.1% | -56.9% |
| 3Y | +10.2% | +158.5% | -148.2% | -18.3% |
| 5Y | +30.8% | +123.6% | -92.7% | 0.0% |
| 10Y | +252.1% | +682.5% | -430.4% | +92.1% |
| All | +388.2% | +6,890.4% | -6,502.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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