+30.6%
ORCL vs GME
-52.7%
+83.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.6% |
| 7D | -11.2% | +3.7% | -14.8% | -11.3% |
| 30D | -18.8% | +2.2% | -21.0% | -18.9% |
| 3M | -18.8% | +30.6% | -49.4% | -19.8% |
| 6M | -39.7% | -0.2% | -39.5% | -39.8% |
| YTD | -39.6% | +25.1% | -64.7% | -40.3% |
| 1Y | -51.7% | +17.7% | -69.4% | -52.2% |
| 3Y | +10.2% | +85.7% | -75.4% | -2.1% |
| All | +30.6% | -52.7% | +83.3% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling