-2.4%
GLD vs PYPL
-11.4%
+9.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | +2.8% | +1.0% | +1.8% | +2.8% |
| 30D | -4.0% | +5.9% | -9.8% | -4.0% |
| 3M | -8.2% | -0.2% | -8.0% | -8.3% |
| 6M | -14.8% | +30.3% | -45.2% | -14.2% |
| YTD | -6.8% | +1.6% | -8.4% | -7.5% |
| 1Y | -2.4% | -10.3% | +7.9% | -1.2% |
| All | -2.4% | -11.4% | +9.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling