+36.1%
PYPL vs GAP
+30.3%
+5.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | -4.3% | -3.2% | -1.2% | -3.8% |
| 30D | -11.5% | -0.7% | -10.8% | -11.9% |
| 3M | +26.1% | -0.5% | +26.6% | +25.4% |
| 6M | +13.7% | -5.0% | +18.7% | +13.2% |
| YTD | -9.8% | -14.7% | +4.8% | -8.9% |
| 1Y | -22.1% | -8.6% | -13.4% | -22.5% |
| 3Y | -13.5% | +108.4% | -121.9% | -30.1% |
| 5Y | -81.6% | +5.8% | -87.4% | -84.2% |
| All | +36.1% | +30.3% | +5.7% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling