+205.6%
GLD vs PYPL
+45.9%
+159.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.8% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | -7.0% | +3.8% | -10.8% | -7.1% |
| 3M | -12.4% | -1.3% | -11.1% | -12.3% |
| 6M | -18.0% | +29.0% | -47.1% | -18.5% |
| YTD | -10.5% | +0.7% | -11.2% | -10.6% |
| 1Y | -8.1% | -12.3% | +4.2% | -7.9% |
| 3Y | +97.7% | +7.6% | +90.1% | +95.7% |
| 5Y | +103.4% | -71.7% | +175.1% | +108.3% |
| All | +205.6% | +45.9% | +159.7% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling