+132.0%
GLW vs PYPL
-21.5%
+153.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.2% | +10.8% | +7.2% |
| 7D | +14.0% | +1.7% | +12.3% | +14.2% |
| 30D | +0.4% | -9.7% | +10.1% | -0.5% |
| 3M | -11.3% | +29.2% | -40.5% | -10.4% |
| 6M | +35.1% | +13.9% | +21.2% | +36.7% |
| YTD | +90.5% | -8.1% | +98.6% | +93.8% |
| 1Y | +132.0% | -21.4% | +153.4% | +148.5% |
| All | +132.0% | -21.5% | +153.5% | +148.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling