+54.4%
PYPL vs GME
+475.1%
-420.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +5.7% | -4.8% | +10.5% | +5.9% |
| 3M | -1.9% | +39.2% | -41.1% | -3.2% |
| 6M | +31.8% | +17.1% | +14.7% | +30.9% |
| YTD | +2.4% | +28.7% | -26.3% | +1.3% |
| 1Y | -8.2% | +23.3% | -31.6% | -9.1% |
| 3Y | +10.2% | +112.9% | -102.7% | +3.3% |
| 5Y | -71.2% | -48.8% | -22.4% | -72.5% |
| All | +54.4% | +475.1% | -420.6% | +4.3% |
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