+155.6%
GS vs PYPL
-71.8%
+227.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +4.3% | +5.7% | -1.4% | +2.8% |
| 3M | -11.7% | -1.9% | -9.7% | -11.6% |
| 6M | -3.2% | +31.8% | -35.0% | -11.3% |
| YTD | +5.8% | +2.4% | +3.4% | +2.8% |
| 1Y | +16.0% | -8.2% | +24.3% | +16.5% |
| 3Y | +199.8% | +10.2% | +189.5% | +181.0% |
| All | +155.6% | -71.8% | +227.3% | +212.4% |
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 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