+213.3%
GLD vs PYPL
+39.1%
+174.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.7% |
| 7D | +0.7% | +1.7% | -1.0% | +0.7% |
| 30D | +0.3% | -9.7% | +10.1% | +0.5% |
| 3M | +0.6% | +29.2% | -28.6% | +0.1% |
| 6M | -15.6% | +13.9% | -29.5% | -15.9% |
| YTD | +0.9% | -8.1% | +9.0% | +0.9% |
| 1Y | +19.4% | -21.4% | +40.8% | +19.8% |
| 3Y | +124.5% | -11.8% | +136.3% | +123.3% |
| 5Y | +138.9% | -81.1% | +220.1% | +148.2% |
| 10Y | +213.3% | +36.9% | +176.4% | +209.2% |
| All | +213.3% | +39.1% | +174.2% | +209.2% |
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