+346.9%
ORCL vs GS
+657.0%
-310.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | +0.9% | +4.3% | +4.9% |
| 30D | +10.0% | -1.6% | +11.5% | +10.8% |
| 3M | -32.6% | -4.5% | -28.1% | -31.3% |
| 6M | +4.9% | +20.9% | -15.9% | -3.9% |
| YTD | -17.8% | +19.9% | -37.6% | -24.5% |
| 1Y | -28.0% | +41.4% | -69.4% | -38.8% |
| 3Y | +36.0% | +239.2% | -203.1% | -21.4% |
| 5Y | +88.7% | +185.0% | -96.3% | +15.3% |
| All | +346.9% | +657.0% | -310.1% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling