+8.5%
PYPL vs GGLL
+157.4%
-148.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +1.0% | +5.1% | -4.1% | +0.3% |
| 30D | +5.9% | -35.5% | +41.3% | +11.7% |
| 3M | -0.2% | -39.2% | +38.9% | +5.9% |
| 6M | +30.3% | -54.4% | +84.7% | +43.2% |
| YTD | +1.6% | -29.8% | +31.4% | +3.3% |
| 1Y | -10.3% | -20.4% | +10.1% | -11.1% |
| 3Y | +8.5% | +149.7% | -141.2% | -16.2% |
| All | +8.5% | +157.4% | -148.9% | -16.2% |
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 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