-41.7%
GLW vs PYPL
+32.3%
-74.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +7.8% |
| 7D | +1.4% | -1.2% | +2.6% | +0.9% |
| 30D | -18.2% | +6.1% | -24.3% | -16.5% |
| 3M | -24.2% | +1.1% | -25.2% | -23.0% |
| 6M | -41.7% | +32.7% | -74.5% | -35.9% |
| All | -41.7% | +32.3% | -74.0% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling