+50.1%
PYPL vs GAP
+7.3%
+42.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | -1.2% | -9.3% | +8.2% | +0.6% |
| 30D | +6.1% | -5.5% | +11.6% | +7.1% |
| 3M | +1.1% | +3.5% | -2.4% | -0.4% |
| 6M | +32.7% | +0.7% | +32.0% | +30.8% |
| YTD | +2.8% | -13.4% | +16.1% | +3.3% |
| 1Y | -10.8% | -7.7% | -3.1% | -11.5% |
| 3Y | +9.8% | +74.4% | -64.6% | -8.5% |
| 5Y | -70.2% | +5.3% | -75.6% | -74.5% |
| 10Y | +50.1% | +4.7% | +45.4% | +6.6% |
| All | +50.1% | +7.3% | +42.7% | +6.6% |
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