+276.1%
EBAY vs GME
+285.6%
-9.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.5% |
| 7D | +4.2% | +10.4% | -6.2% | +3.9% |
| 30D | +5.6% | +14.1% | -8.4% | +5.3% |
| 3M | -1.4% | -4.6% | +3.2% | -1.3% |
| 6M | +18.2% | -13.5% | +31.7% | +18.6% |
| YTD | +24.8% | +5.3% | +19.5% | +24.6% |
| 1Y | +18.0% | -14.9% | +32.9% | +18.3% |
| 3Y | +160.3% | +24.3% | +136.0% | +150.0% |
| 5Y | +62.1% | -55.6% | +117.7% | +57.1% |
| All | +276.1% | +285.6% | -9.6% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling