-11.8%
PYPL vs GFS
-20.2%
+8.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +1.7% | +2.6% | -0.9% | +1.3% |
| 30D | -9.7% | -16.4% | +6.6% | -6.9% |
| 3M | +29.2% | -41.6% | +70.8% | +41.0% |
| 6M | +13.9% | -3.7% | +17.6% | +6.5% |
| YTD | -8.1% | +29.3% | -37.4% | -22.4% |
| 1Y | -21.4% | +37.1% | -58.5% | -35.1% |
| 3Y | -11.8% | -22.1% | +10.3% | -18.2% |
| All | -11.8% | -20.2% | +8.4% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling