+525.8%
GS vs PYPL
+46.2%
+479.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | +0.9% | +2.7% | -1.7% | +0.1% |
| 30D | -1.6% | -4.9% | +3.3% | -0.5% |
| 3M | -4.5% | +28.9% | -33.4% | -13.2% |
| 6M | +20.9% | +18.2% | +2.6% | +12.4% |
| YTD | +19.9% | -5.0% | +24.9% | +18.4% |
| 1Y | +41.4% | -18.8% | +60.2% | +46.4% |
| 3Y | +239.2% | -12.6% | +251.7% | +234.8% |
| 5Y | +185.0% | -80.8% | +265.8% | +348.2% |
| 10Y | +655.0% | +49.9% | +605.0% | +364.5% |
| All | +525.8% | +46.2% | +479.6% | +272.9% |
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 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