+10.2%
ORCL vs GTLB
+12.7%
-2.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.4% |
| 7D | -11.2% | -11.1% | -0.1% | -7.9% |
| 30D | -18.8% | -7.5% | -11.3% | -17.0% |
| 3M | -18.8% | +34.8% | -53.6% | -26.1% |
| 6M | -39.7% | +98.0% | -137.7% | -51.3% |
| YTD | -39.6% | +28.1% | -67.8% | -45.8% |
| 1Y | -51.7% | +5.6% | -57.3% | -54.7% |
| 3Y | +10.2% | +15.9% | -5.7% | +7.6% |
| All | +10.2% | +12.7% | -2.5% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling