+119.2%
ORLY vs GME
-56.3%
+175.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.3% |
| 7D | -2.4% | +10.4% | -12.7% | -2.4% |
| 30D | -6.8% | +14.1% | -20.8% | -6.8% |
| 3M | -4.8% | -4.6% | -0.1% | -4.7% |
| 6M | -9.1% | -13.5% | +4.5% | -9.0% |
| YTD | -5.9% | +5.3% | -11.2% | -5.9% |
| 1Y | -20.4% | -14.9% | -5.5% | -20.4% |
| 3Y | +36.6% | +24.3% | +12.3% | +34.3% |
| All | +119.2% | -56.3% | +175.5% | +118.7% |
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