-28.9%
PYPL vs GH
+446.7%
-475.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +5.7% | -6.9% | +12.6% | +6.9% |
| 3M | -1.9% | -4.9% | +3.0% | -1.5% |
| 6M | +31.8% | +54.1% | -22.2% | +17.8% |
| YTD | +2.4% | +48.5% | -46.1% | -8.5% |
| 1Y | -8.2% | +61.2% | -69.4% | -19.7% |
| 3Y | +10.2% | +570.3% | -560.1% | -37.7% |
| 5Y | -71.2% | +46.1% | -117.4% | -78.3% |
| All | -28.9% | +446.7% | -475.6% | -54.7% |
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