-37.5%
PYPL vs GH
+486.6%
-524.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -4.3% | -0.2% | -4.2% | -4.3% |
| 30D | -11.5% | -2.6% | -8.8% | -11.0% |
| 3M | +26.1% | +25.1% | +1.0% | +19.3% |
| 6M | +13.7% | +78.5% | -64.8% | -1.4% |
| YTD | -9.8% | +59.4% | -69.2% | -20.2% |
| 1Y | -22.1% | +173.9% | -195.9% | -40.0% |
| 3Y | -13.5% | +382.7% | -396.2% | -46.5% |
| 5Y | -81.6% | +24.4% | -106.0% | -85.6% |
| All | -37.5% | +486.6% | -524.0% | -60.5% |
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