-76.5%
PYPL vs GFS
-3.7%
-72.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.5% |
| 7D | +2.7% | +1.0% | +1.7% | +2.4% |
| 30D | -4.9% | -8.6% | +3.7% | -2.9% |
| 3M | +28.9% | -46.5% | +75.4% | +50.5% |
| 6M | +18.2% | -4.8% | +23.1% | +11.3% |
| YTD | -5.0% | +29.7% | -34.7% | -21.1% |
| 1Y | -18.8% | +35.8% | -54.7% | -34.1% |
| 3Y | -12.6% | -18.3% | +5.8% | -19.0% |
| All | -76.5% | -3.7% | -72.8% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling