+51.4%
PYPL vs GME
+134.7%
-83.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.0% |
| 7D | +2.7% | +7.2% | -4.5% | +2.4% |
| 30D | -4.9% | +0.8% | -5.7% | -4.9% |
| 3M | +28.9% | -14.0% | +42.8% | +29.6% |
| 6M | +18.2% | -19.7% | +38.0% | +19.1% |
| YTD | -5.0% | -4.6% | -0.4% | -4.9% |
| 1Y | -18.8% | -14.3% | -4.5% | -18.5% |
| 3Y | -12.6% | +4.0% | -16.6% | -16.3% |
| 5Y | -80.8% | -62.2% | -18.6% | -81.4% |
| 10Y | +49.9% | +241.4% | -191.4% | +3.9% |
| All | +51.4% | +134.7% | -83.3% | +11.2% |
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