-19.0%
PYPL vs GFS
+37.2%
-56.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.3% |
| 7D | +2.4% | +1.0% | +1.4% | +2.4% |
| 30D | -5.1% | -8.6% | +3.5% | -4.9% |
| 3M | +28.6% | -46.5% | +75.1% | +32.2% |
| 6M | +17.9% | -4.8% | +22.8% | +9.1% |
| YTD | -5.3% | +29.7% | -34.9% | -20.9% |
| 1Y | -19.0% | +35.8% | -54.9% | -34.3% |
| All | -19.0% | +37.2% | -56.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling