+39.0%
PYPL vs GAP
+27.6%
+11.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | -5.9% | -6.3% | +0.4% | -4.8% |
| 30D | -9.4% | -0.2% | -9.2% | -9.9% |
| 3M | +31.3% | 0.0% | +31.3% | +30.4% |
| 6M | +19.1% | -8.1% | +27.2% | +19.3% |
| YTD | -7.9% | -16.5% | +8.6% | -6.6% |
| 1Y | -17.9% | -10.5% | -7.4% | -18.1% |
| 3Y | -11.6% | +104.0% | -115.6% | -28.3% |
| 5Y | -81.0% | +6.8% | -87.8% | -83.7% |
| All | +39.0% | +27.6% | +11.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling