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  • GLW vs PYPL✓SelectedUSD · PYPLGLW vs PYPL performance historyLatest closeAs of+7.56%09/08
Stock and ETF performance explorer

GLW vs PYPL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+837.6%
PYPL return
+39.1%
Excess return
+798.5%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPYPLExcessAlpha
1D+7.6%-3.2%+10.8%+8.4%
7D+14.0%+1.7%+12.3%+13.2%
30D+0.4%-9.7%+10.1%+2.7%
3M-11.3%+29.2%-40.5%-19.5%
6M+35.1%+13.9%+21.2%+26.6%
YTD+90.5%-8.1%+98.6%+88.6%
1Y+132.0%-21.4%+153.4%+140.0%
3Y+463.3%-11.8%+475.1%+436.6%
5Y+382.5%-81.1%+463.6%+671.0%
10Y+837.6%+36.9%+800.7%+545.2%
All+837.6%+39.1%+798.5%+545.2%

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