+91.4%
ORCL vs GS
+185.3%
-93.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | +0.9% | +4.3% | +4.8% |
| 30D | +10.0% | -1.6% | +11.5% | +10.9% |
| 3M | -32.6% | -4.5% | -28.1% | -31.1% |
| 6M | +4.9% | +20.9% | -15.9% | -5.0% |
| YTD | -17.8% | +19.9% | -37.6% | -25.3% |
| 1Y | -28.0% | +41.4% | -69.4% | -40.1% |
| 3Y | +36.0% | +239.2% | -203.1% | -25.6% |
| All | +91.4% | +185.3% | -93.8% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling