-30.1%
PYPL vs GH
+458.1%
-488.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -1.1% | +0.9% | -2.1% | -1.3% |
| 30D | +3.8% | -4.5% | +8.3% | +4.5% |
| 3M | -1.3% | -6.2% | +4.9% | -0.6% |
| 6M | +29.0% | +55.0% | -25.9% | +15.2% |
| YTD | +0.7% | +51.6% | -50.9% | -10.4% |
| 1Y | -12.3% | +58.3% | -70.6% | -22.9% |
| 3Y | +7.6% | +617.6% | -610.0% | -40.2% |
| 5Y | -71.7% | +49.2% | -120.9% | -78.7% |
| All | -30.1% | +458.1% | -488.2% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling