-81.0%
PYPL vs GD
+97.9%
-179.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.3% |
| 7D | +2.7% | -5.3% | +7.9% | +5.0% |
| 30D | -4.9% | -6.4% | +1.5% | -2.2% |
| 3M | +28.9% | +5.7% | +23.2% | +25.3% |
| 6M | +18.2% | -0.9% | +19.2% | +18.1% |
| YTD | -5.0% | +8.2% | -13.2% | -9.4% |
| 1Y | -18.8% | +13.4% | -32.3% | -24.4% |
| 3Y | -12.6% | +68.5% | -81.1% | -34.3% |
| All | -81.0% | +97.9% | -179.0% | -87.5% |
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