+60.6%
PYPL vs GAP
-18.0%
+78.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -1.1% | -5.2% | +4.1% | -0.2% |
| 30D | +3.8% | -6.9% | +10.7% | +5.0% |
| 3M | -1.3% | +5.7% | -7.0% | -3.1% |
| 6M | +29.0% | +0.9% | +28.1% | +27.1% |
| YTD | +0.7% | -14.5% | +15.2% | +1.5% |
| 1Y | -12.3% | -12.1% | -0.2% | -12.2% |
| 3Y | +7.6% | +72.2% | -64.5% | -9.6% |
| 5Y | -71.7% | +4.5% | -76.2% | -75.6% |
| 10Y | +47.1% | +3.3% | +43.8% | +8.2% |
| All | +60.6% | -18.0% | +78.6% | +51.4% |
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