+342.1%
GLW vs PYPL
-80.9%
+423.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.2% |
| 7D | +3.8% | +2.7% | +1.1% | +3.2% |
| 30D | -1.3% | -4.9% | +3.5% | -0.8% |
| 3M | -21.8% | +28.9% | -50.7% | -26.3% |
| 6M | +6.9% | +18.2% | -11.3% | +2.0% |
| YTD | +77.2% | -5.0% | +82.2% | +75.9% |
| 1Y | +123.2% | -18.8% | +142.1% | +128.9% |
| 3Y | +400.0% | -12.6% | +412.6% | +388.3% |
| All | +342.1% | -80.9% | +423.0% | +440.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling