-10.8%
PYPL vs GD
+7.0%
-17.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +6.1% | +9.5% | -3.3% | +4.4% |
| 3M | +1.1% | -5.8% | +6.9% | +1.9% |
| 6M | +32.7% | +7.7% | +25.0% | +30.5% |
| YTD | +2.8% | +11.1% | -8.3% | +0.2% |
| 1Y | -10.8% | +6.1% | -16.9% | -11.3% |
| All | -10.8% | +7.0% | -17.8% | -11.3% |
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