+52.4%
GEV vs PYPL
-9.5%
+61.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.4% | -12.7% | -9.1% |
| 7D | -5.1% | +6.5% | -11.6% | -4.9% |
| 30D | -15.8% | +10.6% | -26.5% | -15.6% |
| 3M | -18.2% | +3.1% | -21.3% | -17.9% |
| 6M | -22.4% | +20.2% | -42.5% | -21.4% |
| YTD | +27.7% | +4.0% | +23.7% | +35.3% |
| 1Y | +52.4% | -7.9% | +60.2% | +71.7% |
| All | +52.4% | -9.5% | +61.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1y: compounded portfolio wealth divided by compounded PYPL 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…
1y analysis · Full analysis span regression · 6 months rolling