-28.0%
ORCL vs GSK
+31.2%
-59.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +2.3% |
| 7D | +5.3% | -1.8% | +7.1% | +4.5% |
| 30D | +10.0% | -2.2% | +12.1% | +9.2% |
| 3M | -32.6% | -1.8% | -30.8% | -32.6% |
| 6M | +4.9% | -10.6% | +15.5% | +2.2% |
| YTD | -17.8% | +4.4% | -22.2% | -17.2% |
| 1Y | -28.0% | +30.4% | -58.4% | -24.4% |
| All | -28.0% | +31.2% | -59.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling