+43.7%
PYPL vs GFI
+1,837.2%
-1,793.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -4.3% | +4.7% | -9.0% | -4.5% |
| 30D | -11.5% | +14.4% | -25.9% | -12.0% |
| 3M | +26.1% | +32.5% | -6.4% | +24.3% |
| 6M | +13.7% | -7.2% | +20.8% | +13.7% |
| YTD | -9.8% | +10.9% | -20.7% | -10.9% |
| 1Y | -22.1% | +35.5% | -57.5% | -23.9% |
| 3Y | -13.5% | +312.1% | -325.6% | -21.0% |
| 5Y | -81.6% | +524.6% | -606.2% | -83.7% |
| 10Y | +38.8% | +1,092.7% | -1,054.0% | +25.1% |
| All | +43.7% | +1,837.2% | -1,793.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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