+34.5%
ORCL vs GTLB
-50.0%
+84.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +3.5% |
| 7D | +0.5% | -9.6% | +10.1% | +2.2% |
| 30D | -15.3% | -14.5% | -0.8% | -13.0% |
| 3M | -18.2% | +20.9% | -39.1% | -21.0% |
| 6M | -38.4% | +81.4% | -119.8% | -44.5% |
| YTD | -37.7% | +25.6% | -63.3% | -41.1% |
| 1Y | -49.3% | +3.4% | -52.7% | -50.8% |
| 3Y | +10.6% | +8.9% | +1.7% | +5.2% |
| 5Y | +35.5% | -64.0% | +99.5% | +26.9% |
| All | +34.5% | -50.0% | +84.5% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling