-19.0%
PYPL vs GD
+13.1%
-32.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.9% |
| 7D | +2.4% | -5.3% | +7.7% | +3.6% |
| 30D | -5.1% | -6.4% | +1.3% | -3.8% |
| 3M | +28.6% | +5.7% | +22.9% | +26.5% |
| 6M | +17.9% | -0.9% | +18.9% | +17.5% |
| YTD | -5.3% | +8.2% | -13.4% | -8.2% |
| 1Y | -19.0% | +13.4% | -32.5% | -21.1% |
| All | -19.0% | +13.1% | -32.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling