-1.6%
ORLY vs GME
+15.0%
-16.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.3% |
| 7D | +2.1% | +7.8% | -5.7% | +1.5% |
| 30D | +10.1% | -0.4% | +10.5% | +10.0% |
| 3M | +0.6% | +30.9% | -30.3% | -1.9% |
| 6M | -1.7% | +5.5% | -7.2% | -2.6% |
| YTD | +1.2% | +25.2% | -24.0% | -0.5% |
| 1Y | -1.6% | +14.4% | -16.0% | -2.5% |
| All | -1.6% | +15.0% | -16.5% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling