+421.7%
GS vs PYPL
+57.6%
+364.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -3.2% | +3.9% | -7.1% | -4.3% |
| 30D | -2.4% | +7.8% | -10.2% | -4.7% |
| 3M | -15.7% | -0.7% | -15.1% | -16.0% |
| 6M | -6.8% | +28.8% | -35.5% | -15.3% |
| YTD | -0.1% | +2.4% | -2.4% | -3.7% |
| 1Y | +12.1% | -9.6% | +21.7% | +12.6% |
| 3Y | +185.8% | +9.7% | +176.1% | +162.2% |
| 5Y | +140.1% | -73.5% | +213.6% | +236.2% |
| 10Y | +505.2% | +46.5% | +458.8% | +281.4% |
| All | +421.7% | +57.6% | +364.1% | +203.4% |
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 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