+13.8%
ORCL vs GME
+106.8%
-93.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +8.0% | +2.9% | +5.1% | +7.9% |
| 30D | -4.0% | -4.8% | +0.8% | -3.9% |
| 3M | -19.5% | +39.2% | -58.7% | -20.0% |
| 6M | -33.5% | +17.1% | -50.5% | -33.7% |
| YTD | -34.8% | +28.7% | -63.6% | -35.1% |
| 1Y | -41.6% | +23.3% | -64.9% | -41.9% |
| 3Y | +13.8% | +112.9% | -99.2% | +9.3% |
| All | +13.8% | +106.8% | -93.0% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling