-77.2%
PYPL vs GFS
-2.1%
-75.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | +3.2% | -9.2% | -6.8% |
| 30D | -9.4% | -9.6% | +0.1% | -7.0% |
| 3M | +31.3% | -38.5% | +69.8% | +47.1% |
| 6M | +19.1% | -1.3% | +20.4% | +10.8% |
| YTD | -7.9% | +31.8% | -39.7% | -23.9% |
| 1Y | -17.9% | +44.6% | -62.4% | -34.7% |
| 3Y | -11.6% | -20.6% | +9.0% | -17.0% |
| All | -77.2% | -2.1% | -75.1% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling