+1,140.5%
ORCL vs GME
+1,082.6%
+57.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.1% |
| 7D | +5.3% | +7.2% | -2.0% | +4.8% |
| 30D | +10.0% | +0.8% | +9.2% | +9.9% |
| 3M | -32.6% | -14.0% | -18.6% | -32.0% |
| 6M | +4.9% | -19.7% | +24.7% | +6.1% |
| YTD | -17.8% | -4.6% | -13.2% | -17.7% |
| 1Y | -28.0% | -14.3% | -13.6% | -27.5% |
| 3Y | +36.0% | +4.0% | +32.0% | +24.4% |
| 5Y | +88.7% | -62.2% | +150.9% | +76.7% |
| 10Y | +346.9% | +241.4% | +105.5% | +107.6% |
| All | +1,140.5% | +1,082.6% | +57.9% | +307.9% |
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 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