+32.7%
PYPL vs GGLL
-50.7%
+83.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.8% |
| 7D | -1.2% | +2.9% | -4.1% | -1.5% |
| 30D | +6.1% | -33.1% | +39.2% | +9.6% |
| 3M | +1.1% | -31.2% | +32.3% | +3.9% |
| 6M | +32.7% | -49.4% | +82.1% | +42.6% |
| All | +32.7% | -50.7% | +83.4% | +42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling