-77.7%
PYPL vs GFS
-2.1%
-75.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.4% |
| 7D | -4.3% | +4.5% | -8.8% | -5.5% |
| 30D | -11.5% | -8.2% | -3.3% | -9.5% |
| 3M | +26.1% | -38.9% | +65.0% | +41.5% |
| 6M | +13.7% | -2.9% | +16.6% | +6.4% |
| YTD | -9.8% | +31.8% | -41.6% | -25.5% |
| 1Y | -22.1% | +43.1% | -65.2% | -37.8% |
| 3Y | -13.5% | -20.6% | +7.2% | -18.7% |
| All | -77.7% | -2.1% | -75.6% | -80.7% |
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