+51.4%
PYPL vs GD
+220.7%
-169.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.2% |
| 7D | +2.7% | -5.3% | +7.9% | +5.3% |
| 30D | -4.9% | -6.4% | +1.5% | -1.9% |
| 3M | +28.9% | +5.7% | +23.2% | +24.9% |
| 6M | +18.2% | -0.9% | +19.2% | +18.0% |
| YTD | -5.0% | +8.2% | -13.2% | -9.7% |
| 1Y | -18.8% | +13.4% | -32.3% | -24.8% |
| 3Y | -12.6% | +68.5% | -81.1% | -34.9% |
| 5Y | -80.8% | +97.2% | -177.9% | -86.9% |
| 10Y | +49.9% | +190.2% | -140.3% | -23.6% |
| All | +51.4% | +220.7% | -169.3% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling