+423.6%
GS vs PYPL
+56.9%
+366.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.7% |
| 7D | -6.3% | +3.5% | -9.9% | -7.3% |
| 30D | -3.1% | +8.0% | -11.1% | -5.5% |
| 3M | -17.7% | +2.0% | -19.7% | -18.7% |
| 6M | -4.6% | +27.6% | -32.1% | -13.0% |
| YTD | +0.3% | +1.9% | -1.6% | -3.2% |
| 1Y | +11.7% | -12.4% | +24.1% | +13.4% |
| 3Y | +183.6% | +6.3% | +177.3% | +162.8% |
| 5Y | +141.0% | -73.6% | +214.6% | +238.0% |
| 10Y | +507.4% | +45.8% | +461.7% | +283.4% |
| All | +423.6% | +56.9% | +366.7% | +204.9% |
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