+251.6%
ORCL vs GME
+520.4%
-268.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.1% |
| 7D | +0.5% | +5.8% | -5.3% | +0.3% |
| 30D | -15.3% | -3.7% | -11.6% | -15.2% |
| 3M | -18.2% | +33.6% | -51.8% | -18.9% |
| 6M | -38.4% | +5.4% | -43.8% | -38.6% |
| YTD | -37.7% | +27.4% | -65.2% | -38.2% |
| 1Y | -49.3% | +19.0% | -68.3% | -49.6% |
| 3Y | +10.6% | +101.5% | -90.9% | +4.2% |
| 5Y | +35.5% | -50.5% | +86.0% | +30.4% |
| 10Y | +251.6% | +493.3% | -241.8% | +137.6% |
| All | +251.6% | +520.4% | -268.8% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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