-36.1%
PYPL vs GH
+473.1%
-509.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.7% |
| 7D | -5.9% | -1.2% | -4.7% | -5.7% |
| 30D | -9.4% | -3.7% | -5.8% | -8.8% |
| 3M | +31.3% | +21.7% | +9.6% | +24.9% |
| 6M | +19.1% | +75.7% | -56.6% | +3.6% |
| YTD | -7.9% | +55.7% | -63.6% | -18.1% |
| 1Y | -17.9% | +181.1% | -199.0% | -37.2% |
| 3Y | -11.6% | +371.6% | -383.2% | -45.1% |
| 5Y | -81.0% | +23.2% | -104.2% | -85.1% |
| All | -36.1% | +473.1% | -509.2% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling