+81.8%
ORCL vs GTLB
-50.0%
+131.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.7% | +3.2% |
| 7D | +15.0% | +4.6% | +10.4% | +14.0% |
| 30D | +10.5% | +21.0% | -10.4% | +6.9% |
| 3M | -23.0% | +51.7% | -74.7% | -28.5% |
| 6M | +7.0% | +89.3% | -82.3% | -4.4% |
| YTD | -15.8% | +25.6% | -41.4% | -20.3% |
| 1Y | -31.1% | -1.5% | -29.5% | -32.7% |
| 3Y | +33.3% | -9.9% | +43.2% | +29.0% |
| All | +81.8% | -50.0% | +131.8% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling