+275.4%
ORCL vs GME
+470.0%
-194.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +10.4% | +6.0% | +4.4% | +10.2% |
| 30D | -11.2% | -5.9% | -5.4% | -11.1% |
| 3M | -16.8% | +38.2% | -55.0% | -17.6% |
| 6M | -31.5% | +14.5% | -46.0% | -31.8% |
| YTD | -33.9% | +27.6% | -61.5% | -34.5% |
| 1Y | -43.3% | +19.9% | -63.2% | -43.6% |
| 3Y | +16.5% | +104.3% | -87.8% | +9.7% |
| 5Y | +45.4% | -49.3% | +94.7% | +39.8% |
| All | +275.4% | +470.0% | -194.5% | +155.9% |
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