+30.6%
ORCL vs GTLB
-61.8%
+92.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.1% |
| 7D | -11.2% | -11.1% | -0.1% | -9.3% |
| 30D | -18.8% | -7.5% | -11.3% | -17.7% |
| 3M | -18.8% | +34.8% | -53.6% | -23.0% |
| 6M | -39.7% | +98.0% | -137.7% | -46.6% |
| YTD | -39.6% | +28.1% | -67.8% | -43.1% |
| 1Y | -51.7% | +5.6% | -57.3% | -53.4% |
| 3Y | +10.2% | +15.9% | -5.7% | +3.9% |
| All | +30.6% | -61.8% | +92.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling