-19.0%
PYPL vs GILD
+36.9%
-55.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | +2.4% | +3.6% | -1.2% | +1.6% |
| 30D | -5.1% | +14.6% | -19.7% | -7.8% |
| 3M | +28.6% | +17.7% | +10.9% | +24.0% |
| 6M | +17.9% | +3.1% | +14.8% | +15.1% |
| YTD | -5.3% | +24.5% | -29.8% | -11.6% |
| 1Y | -19.0% | +37.4% | -56.4% | -28.8% |
| All | -19.0% | +36.9% | -55.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 1y: compounded portfolio wealth divided by compounded GILD 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…
1y analysis · Full analysis span regression · 6 months rolling