-49.6%
ORCL vs GSK
+14.2%
-63.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +4.4% |
| 7D | +0.5% | +4.9% | -4.4% | +3.0% |
| 30D | -15.3% | +10.8% | -26.1% | -10.6% |
| 3M | -18.2% | -1.8% | -16.4% | -18.0% |
| 6M | -38.4% | +4.1% | -42.5% | -36.0% |
| YTD | -37.7% | +7.9% | -45.6% | -36.2% |
| All | -49.6% | +14.2% | -63.7% | -47.4% |
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