+205.0%
GLD vs PYPL
+44.3%
+160.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +3.9% | +0.8% | +4.6% |
| 30D | -0.9% | +7.8% | -8.7% | -1.1% |
| 3M | -4.4% | -0.7% | -3.7% | -4.4% |
| 6M | -13.6% | +28.8% | -42.3% | -14.1% |
| YTD | -6.0% | +2.4% | -8.4% | -6.2% |
| 1Y | +1.8% | -9.6% | +11.4% | +1.8% |
| 3Y | +103.2% | +9.7% | +93.5% | +101.0% |
| 5Y | +119.3% | -73.5% | +192.8% | +125.3% |
| All | +205.0% | +44.3% | +160.7% | +195.4% |
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