+77.6%
ORCL vs GTLB
-47.1%
+124.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | +5.3% | +11.1% | -5.8% | +3.4% |
| 30D | +10.0% | +37.8% | -27.8% | +4.0% |
| 3M | -32.6% | +61.6% | -94.2% | -38.1% |
| 6M | +4.9% | +98.9% | -94.0% | -7.0% |
| YTD | -17.8% | +32.8% | -50.5% | -22.8% |
| 1Y | -28.0% | +14.7% | -42.6% | -31.2% |
| 3Y | +36.0% | +1.3% | +34.7% | +29.8% |
| All | +77.6% | -47.1% | +124.8% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling