-18.8%
PYPL vs GGLL
+80.0%
-98.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | +2.7% | -4.8% | +7.5% | +3.1% |
| 30D | -4.9% | -13.7% | +8.8% | -3.7% |
| 3M | +28.9% | -21.9% | +50.7% | +31.3% |
| 6M | +18.2% | +11.7% | +6.6% | +15.1% |
| YTD | -5.0% | +2.3% | -7.3% | -5.8% |
| 1Y | -18.8% | +76.2% | -95.0% | -20.4% |
| All | -18.8% | +80.0% | -98.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GGLL 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling