+49.5%
PYPL vs GD
+190.3%
-140.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.2% |
| 7D | +2.7% | -5.3% | +7.9% | +5.2% |
| 30D | -4.9% | -6.4% | +1.5% | -2.0% |
| 3M | +28.9% | +5.7% | +23.2% | +25.1% |
| 6M | +18.2% | -0.9% | +19.2% | +18.0% |
| YTD | -5.0% | +8.2% | -13.2% | -9.5% |
| 1Y | -18.8% | +13.4% | -32.3% | -24.5% |
| 3Y | -12.6% | +68.5% | -81.1% | -34.0% |
| 5Y | -80.8% | +97.2% | -177.9% | -86.7% |
| All | +49.5% | +190.3% | -140.9% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling