-81.0%
PYPL vs GME
-58.9%
-22.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.9% |
| 7D | -5.9% | +6.0% | -12.0% | -6.5% |
| 30D | -9.4% | +8.3% | -17.8% | -10.2% |
| 3M | +31.3% | -9.1% | +40.4% | +32.4% |
| 6M | +19.1% | -16.3% | +35.4% | +20.9% |
| YTD | -7.9% | +1.5% | -9.4% | -8.3% |
| 1Y | -17.9% | -16.3% | -1.5% | -16.8% |
| 3Y | -11.6% | +15.1% | -26.7% | -27.2% |
| 5Y | -81.0% | -57.2% | -23.9% | -83.6% |
| All | -81.0% | -58.9% | -22.1% | -83.6% |
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