+61.9%
EBAY vs GME
-56.3%
+118.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.4% |
| 7D | +4.2% | +10.4% | -6.2% | +3.6% |
| 30D | +5.6% | +14.1% | -8.4% | +4.8% |
| 3M | -1.4% | -4.6% | +3.2% | -1.2% |
| 6M | +18.2% | -13.5% | +31.7% | +18.9% |
| YTD | +24.8% | +5.3% | +19.5% | +24.2% |
| 1Y | +18.0% | -14.9% | +32.9% | +18.6% |
| 3Y | +160.3% | +24.3% | +136.0% | +131.7% |
| All | +61.9% | -56.3% | +118.2% | +60.9% |
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 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