-20.3%
PYPL vs GEHC
+10.0%
-30.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | +2.7% | -4.0% | +6.7% | +4.1% |
| 30D | -4.9% | -2.0% | -2.9% | -4.2% |
| 3M | +28.9% | +8.0% | +20.9% | +25.0% |
| 6M | +18.2% | -12.8% | +31.0% | +22.9% |
| YTD | -5.0% | -15.9% | +10.9% | 0.0% |
| 1Y | -18.8% | -6.9% | -11.9% | -17.9% |
| 3Y | -12.6% | 0.0% | -12.5% | -16.9% |
| All | -20.3% | +10.0% | -30.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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