+810.4%
ORCL vs GME
+1,450.5%
-640.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| 3M | -18.8% | +30.6% | -49.4% | -20.2% |
| 6M | -39.7% | -0.2% | -39.5% | -39.9% |
| YTD | -39.6% | +25.1% | -64.7% | -40.7% |
| 1Y | -51.7% | +17.7% | -69.4% | -52.4% |
| 3Y | +10.2% | +85.7% | -75.4% | -2.9% |
| 5Y | +30.8% | -52.9% | +83.7% | +21.0% |
| 10Y | +252.1% | +504.9% | -252.9% | +50.9% |
| All | +810.4% | +1,450.5% | -640.1% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling