-71.8%
PYPL vs GFS
-25.2%
-46.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.4% |
| 7D | +0.1% | +7.4% | -7.3% | -1.9% |
| 30D | +5.7% | -15.3% | +20.9% | +9.7% |
| 3M | -1.9% | -21.1% | +19.2% | +3.4% |
| 6M | +31.8% | -44.5% | +76.3% | +48.7% |
| YTD | +2.4% | +19.2% | -16.8% | -14.7% |
| 1Y | -8.2% | +27.2% | -35.5% | -25.7% |
| 3Y | +10.2% | -20.1% | +30.3% | +0.5% |
| All | -71.8% | -25.2% | -46.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling