+51.4%
PYPL vs GAP
-14.1%
+65.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | +2.7% | -4.5% | +7.1% | +3.5% |
| 30D | -4.9% | +9.0% | -13.9% | -7.0% |
| 3M | +28.9% | +5.0% | +23.9% | +26.9% |
| 6M | +18.2% | -17.8% | +36.1% | +20.8% |
| YTD | -5.0% | -10.4% | +5.4% | -4.9% |
| 1Y | -18.8% | -3.4% | -15.4% | -20.1% |
| 3Y | -12.6% | +111.5% | -124.1% | -29.5% |
| 5Y | -80.8% | +8.8% | -89.6% | -83.5% |
| 10Y | +49.9% | +32.9% | +17.0% | +6.2% |
| All | +51.4% | -14.1% | +65.5% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling