-37.4%
PYPL vs GGLL
+194.0%
-231.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +1.0% | +5.1% | -4.1% | 0.0% |
| 30D | +5.9% | -35.5% | +41.3% | +13.9% |
| 3M | -0.2% | -39.2% | +38.9% | +8.2% |
| 6M | +30.3% | -54.4% | +84.7% | +48.0% |
| YTD | +1.6% | -29.8% | +31.4% | +3.7% |
| 1Y | -10.3% | -20.4% | +10.1% | -11.6% |
| 3Y | +8.5% | +149.7% | -141.2% | -29.3% |
| All | -37.4% | +194.0% | -231.5% | -63.0% |
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