+339.2%
GLW vs PYPL
+10.1%
+329.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.4% |
| 7D | +7.7% | +0.1% | +7.7% | +7.8% |
| 30D | -18.8% | +5.7% | -24.5% | -19.0% |
| 3M | -27.7% | -1.9% | -25.8% | -27.6% |
| 6M | -44.4% | +31.8% | -76.3% | -46.0% |
| YTD | +31.3% | +2.4% | +28.8% | +31.6% |
| 1Y | +40.0% | -8.2% | +48.3% | +43.3% |
| 3Y | +339.2% | +10.2% | +329.0% | +319.1% |
| All | +339.2% | +10.1% | +329.1% | +319.1% |
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