-13.0%
PYPL vs GME
+14.2%
-27.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +2.0% |
| 7D | -5.9% | +6.0% | -12.0% | -6.3% |
| 30D | -9.4% | +8.3% | -17.8% | -9.8% |
| 3M | +31.3% | -9.1% | +40.4% | +31.9% |
| 6M | +19.1% | -16.3% | +35.4% | +20.1% |
| YTD | -7.9% | +1.5% | -9.4% | -8.0% |
| 1Y | -17.9% | -16.3% | -1.5% | -17.3% |
| All | -13.0% | +14.2% | -27.2% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling