+363.4%
ORCL vs GME
+237.1%
+126.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.4% |
| 7D | +15.0% | +0.4% | +14.6% | +15.0% |
| 30D | +10.5% | -1.4% | +12.0% | +10.6% |
| 3M | -23.0% | -15.1% | -7.9% | -22.7% |
| 6M | +7.0% | -22.5% | +29.5% | +7.7% |
| YTD | -15.8% | -5.9% | -9.9% | -15.8% |
| 1Y | -31.1% | -18.6% | -12.4% | -30.7% |
| 3Y | +33.3% | +6.7% | +26.6% | +27.9% |
| 5Y | +94.3% | -62.0% | +156.3% | +88.4% |
| 10Y | +363.4% | +239.5% | +123.9% | +238.8% |
| All | +363.4% | +237.1% | +126.2% | +238.8% |
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