+478.5%
GS vs PYPL
+49.6%
+429.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.2% |
| 7D | +0.8% | +2.2% | -1.3% | +0.2% |
| 30D | +1.2% | +8.1% | -6.9% | -1.2% |
| 3M | -12.4% | +1.9% | -14.3% | -13.4% |
| 6M | -2.3% | +33.1% | -35.4% | -11.9% |
| YTD | +4.6% | +3.8% | +0.8% | +0.6% |
| 1Y | +17.5% | -8.3% | +25.8% | +17.6% |
| 3Y | +202.0% | +11.9% | +190.2% | +176.3% |
| 5Y | +152.4% | -70.4% | +222.8% | +238.4% |
| 10Y | +478.5% | +47.2% | +431.4% | +339.4% |
| All | +478.5% | +49.6% | +429.0% | +339.4% |
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