+2,383.9%
ORCL vs GS
+1,690.5%
+693.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -3.6% |
| 7D | -14.4% | +0.3% | -14.7% | -14.6% |
| 30D | -12.8% | +3.9% | -16.7% | -14.3% |
| 3M | -14.8% | -11.4% | -3.4% | -9.7% |
| 6M | -30.9% | +3.7% | -34.6% | -31.9% |
| YTD | -35.7% | +7.1% | -42.8% | -37.9% |
| 1Y | -49.5% | +19.7% | -69.1% | -53.8% |
| 3Y | +18.6% | +202.8% | -184.2% | -29.9% |
| 5Y | +38.4% | +156.7% | -118.3% | -13.3% |
| 10Y | +275.2% | +548.7% | -273.5% | +41.8% |
| All | +2,383.9% | +1,690.5% | +693.4% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling