+7,130.3%
ORLY vs GME
+1,158.5%
+5,971.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -2.1% | +6.0% | -8.2% | -2.4% |
| 30D | -7.6% | +8.3% | -16.0% | -8.0% |
| 3M | -5.5% | -9.1% | +3.6% | -5.2% |
| 6M | -9.7% | -16.3% | +6.6% | -9.2% |
| YTD | -6.2% | +1.5% | -7.8% | -6.5% |
| 1Y | -18.6% | -16.3% | -2.3% | -18.3% |
| 3Y | +33.8% | +15.1% | +18.7% | +24.7% |
| 5Y | +116.5% | -57.2% | +173.7% | +104.4% |
| 10Y | +361.0% | +274.5% | +86.5% | +113.7% |
| All | +7,130.3% | +1,158.5% | +5,971.7% | +2,105.8% |
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