+619.4%
GLW vs PYPL
+57.6%
+561.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -13.9% | +3.9% | -17.8% | -14.8% |
| 30D | -35.0% | +7.8% | -42.8% | -36.4% |
| 3M | -32.4% | -0.7% | -31.7% | -32.7% |
| 6M | -41.3% | +28.8% | -70.1% | -46.6% |
| YTD | +21.8% | +2.4% | +19.5% | +16.9% |
| 1Y | +21.8% | -9.6% | +31.4% | +21.5% |
| 3Y | +307.7% | +9.7% | +298.0% | +263.6% |
| 5Y | +213.7% | -73.5% | +287.2% | +334.3% |
| 10Y | +509.3% | +46.5% | +462.8% | +320.8% |
| All | +619.4% | +57.6% | +561.8% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling