+33,471.1%
ORCL vs GSK
+1,705.8%
+31,765.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.8% |
| 7D | +5.3% | -1.8% | +7.1% | +5.9% |
| 30D | +10.0% | -2.2% | +12.1% | +10.7% |
| 3M | -32.6% | -1.8% | -30.8% | -32.6% |
| 6M | +4.9% | -10.6% | +15.5% | +7.9% |
| YTD | -17.8% | +4.4% | -22.2% | -20.8% |
| 1Y | -28.0% | +30.4% | -58.4% | -36.8% |
| 3Y | +36.0% | +60.1% | -24.1% | +6.9% |
| 5Y | +88.7% | +46.8% | +41.9% | +50.8% |
| 10Y | +346.9% | +79.2% | +267.7% | +223.4% |
| All | +33,471.1% | +1,705.8% | +31,765.3% | +9,514.6% |
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