-12.8%
PYPL vs GGLL
+245.5%
-258.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.7% |
| 7D | +2.7% | -4.8% | +7.5% | +3.5% |
| 30D | -4.9% | -13.7% | +8.8% | -2.8% |
| 3M | +28.9% | -21.9% | +50.7% | +32.8% |
| 6M | +18.2% | +11.7% | +6.6% | +13.1% |
| YTD | -5.0% | +2.3% | -7.3% | -7.7% |
| 1Y | -18.8% | +76.2% | -95.0% | -29.6% |
| All | -12.8% | +245.5% | -258.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling