-36.1%
PYPL vs GGLL
+195.8%
-231.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +2.2% | +6.3% | -4.2% | +1.0% |
| 30D | +8.1% | -35.1% | +43.2% | +16.2% |
| 3M | +1.9% | -37.7% | +39.6% | +10.0% |
| 6M | +33.1% | -54.1% | +87.2% | +51.0% |
| YTD | +3.8% | -29.4% | +33.2% | +5.8% |
| 1Y | -8.3% | -13.4% | +5.1% | -11.5% |
| 3Y | +11.9% | +158.3% | -146.5% | -28.0% |
| All | -36.1% | +195.8% | -231.9% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling