-11.8%
PYPL vs GAP
+113.8%
-125.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +1.7% | +1.7% | 0.0% | +1.5% |
| 30D | -9.7% | +9.3% | -19.1% | -11.5% |
| 3M | +29.2% | +6.1% | +23.1% | +27.2% |
| 6M | +13.9% | -2.3% | +16.2% | +13.0% |
| YTD | -8.1% | -10.6% | +2.5% | -7.9% |
| 1Y | -21.4% | -4.4% | -16.9% | -22.5% |
| 3Y | -11.8% | +118.3% | -130.1% | -25.3% |
| All | -11.8% | +113.8% | -125.6% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling