+1,803.7%
EBAY vs GME
+1,127.7%
+676.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.4% |
| 7D | -3.0% | +4.8% | -7.8% | -3.3% |
| 30D | -3.6% | +5.9% | -9.5% | -4.0% |
| 3M | -4.4% | -10.7% | +6.3% | -3.8% |
| 6M | +12.1% | -19.8% | +31.9% | +13.4% |
| YTD | +19.9% | -0.9% | +20.9% | +19.7% |
| 1Y | +13.4% | -15.7% | +29.1% | +14.2% |
| 3Y | +150.5% | +12.3% | +138.2% | +127.3% |
| 5Y | +54.8% | -60.1% | +114.9% | +44.5% |
| 10Y | +268.1% | +265.3% | +2.8% | +63.4% |
| All | +1,803.7% | +1,127.7% | +676.0% | +474.4% |
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 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