+9.3%
ORCL vs GS
+184.4%
-175.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.4% | -0.6% | -3.2% |
| 7D | -17.5% | -6.3% | -11.1% | -14.3% |
| 30D | -20.2% | -3.1% | -17.0% | -18.5% |
| 3M | -19.9% | -17.7% | -2.3% | -10.6% |
| 6M | -37.4% | -4.6% | -32.9% | -35.2% |
| YTD | -40.1% | +0.3% | -40.4% | -40.1% |
| 1Y | -53.4% | +11.7% | -65.1% | -56.1% |
| All | +9.3% | +184.4% | -175.1% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling