+9.1%
PYPL vs GD
+55.3%
-46.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.3% |
| 7D | +3.5% | -3.9% | +7.4% | +4.8% |
| 30D | +8.0% | +8.1% | -0.1% | +5.0% |
| 3M | +2.0% | -6.8% | +8.8% | +4.3% |
| 6M | +27.6% | +3.0% | +24.6% | +25.5% |
| YTD | +1.9% | +7.8% | -5.9% | -2.1% |
| 1Y | -12.4% | +5.8% | -18.2% | -15.2% |
| All | +9.1% | +55.3% | -46.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling