+24,937.0%
ORCL vs GSK
+1,754.3%
+23,182.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -6.5% | +5.2% | -11.7% | -8.2% |
| 30D | -16.6% | +10.2% | -26.7% | -19.8% |
| 3M | -21.6% | -0.9% | -20.7% | -21.9% |
| 6M | -39.4% | +3.5% | -42.8% | -41.0% |
| YTD | -38.7% | +7.2% | -45.9% | -41.8% |
| 1Y | -50.4% | +12.0% | -62.4% | -53.8% |
| 3Y | +8.1% | +67.3% | -59.2% | -16.8% |
| 5Y | +34.5% | +45.3% | -10.7% | +7.6% |
| 10Y | +246.0% | +101.8% | +144.2% | +137.9% |
| All | +24,937.0% | +1,754.3% | +23,182.6% | +6,960.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling