+244.8%
ORCL vs GS
+494.8%
-250.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -11.2% | -3.2% | -7.9% | -9.8% |
| 30D | -18.8% | -2.4% | -16.4% | -17.7% |
| 3M | -18.8% | -15.7% | -3.0% | -11.9% |
| 6M | -39.7% | -6.8% | -33.0% | -37.5% |
| YTD | -39.6% | -0.1% | -39.6% | -39.6% |
| 1Y | -51.7% | +12.1% | -63.8% | -54.2% |
| 3Y | +10.2% | +185.8% | -175.5% | -30.7% |
| 5Y | +30.8% | +140.1% | -109.3% | -13.1% |
| All | +244.8% | +494.8% | -250.1% | +66.7% |
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