+127.7%
GLD vs PYPL
-12.3%
+140.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -0.5% | +2.7% | -3.2% | -0.5% |
| 30D | +4.4% | -4.9% | +9.3% | +4.5% |
| 3M | -1.1% | +28.9% | -30.0% | -1.0% |
| 6M | -13.8% | +18.2% | -32.0% | -13.8% |
| YTD | +2.6% | -5.0% | +7.7% | +2.5% |
| 1Y | +24.5% | -18.8% | +43.3% | +24.6% |
| All | +127.7% | -12.3% | +140.0% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling