+643.2%
GEV vs PYPL
-20.6%
+663.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.9% |
| 7D | +8.1% | +1.7% | +6.4% | +7.6% |
| 30D | -1.9% | -9.7% | +7.8% | +0.4% |
| 3M | +4.1% | +29.2% | -25.1% | -4.6% |
| 6M | +23.2% | +13.9% | +9.3% | +16.8% |
| YTD | +48.9% | -8.1% | +57.0% | +51.6% |
| 1Y | +62.2% | -21.4% | +83.6% | +76.2% |
| All | +643.2% | -20.6% | +663.8% | +692.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling