-73.9%
PYPL vs GD
+94.5%
-168.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.9% | -5.0% | +8.9% | +6.0% |
| 30D | +7.8% | +8.9% | -1.1% | +3.8% |
| 3M | -0.7% | -8.0% | +7.4% | +2.6% |
| 6M | +28.8% | +2.9% | +25.9% | +26.3% |
| YTD | +2.4% | +7.1% | -4.7% | -2.1% |
| 1Y | -9.6% | +5.9% | -15.5% | -13.2% |
| 3Y | +9.7% | +53.9% | -44.2% | -13.7% |
| All | -73.9% | +94.5% | -168.4% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling