+36.1%
PYPL vs GME
+262.6%
-226.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.1% |
| 7D | -4.3% | +4.8% | -9.2% | -4.5% |
| 30D | -11.5% | +5.9% | -17.3% | -11.6% |
| 3M | +26.1% | -10.7% | +36.9% | +26.6% |
| 6M | +13.7% | -19.8% | +33.5% | +14.4% |
| YTD | -9.8% | -0.9% | -8.9% | -9.9% |
| 1Y | -22.1% | -15.7% | -6.4% | -21.7% |
| 3Y | -13.5% | +12.3% | -25.8% | -17.1% |
| 5Y | -81.6% | -60.1% | -21.6% | -82.2% |
| All | +36.1% | +262.6% | -226.6% | -4.7% |
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 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