+363.4%
ORCL vs GSK
+76.8%
+286.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.9% |
| 7D | +15.0% | -4.2% | +19.2% | +16.0% |
| 30D | +10.5% | -7.5% | +18.1% | +12.2% |
| 3M | -23.0% | -3.3% | -19.7% | -22.8% |
| 6M | +7.0% | -9.3% | +16.3% | +8.5% |
| YTD | -15.8% | +1.6% | -17.4% | -17.7% |
| 1Y | -31.1% | +25.5% | -56.6% | -37.1% |
| 3Y | +33.3% | +49.3% | -16.0% | +11.2% |
| 5Y | +94.3% | +46.7% | +47.7% | +59.5% |
| 10Y | +363.4% | +76.8% | +286.6% | +255.2% |
| All | +363.4% | +76.8% | +286.6% | +255.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling