+620.7%
GEV vs PYPL
-17.9%
+638.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | +3.3% | +2.7% | +0.6% | +2.6% |
| 30D | -7.5% | -4.9% | -2.6% | -6.5% |
| 3M | -2.2% | +28.9% | -31.0% | -10.0% |
| 6M | +12.1% | +18.2% | -6.1% | +5.3% |
| YTD | +44.4% | -5.0% | +49.4% | +45.8% |
| 1Y | +57.7% | -18.8% | +76.5% | +70.1% |
| All | +620.7% | -17.9% | +638.6% | +662.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling