-12.3%
PYPL vs GILD
+108.6%
-120.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | -2.3% | -4.8% | +2.6% | -1.0% |
| 30D | -9.0% | +5.8% | -14.8% | -10.2% |
| 3M | +30.6% | +14.9% | +15.7% | +26.2% |
| 6M | +18.6% | -0.4% | +18.9% | +18.2% |
| YTD | -7.2% | +18.5% | -25.7% | -11.9% |
| 1Y | -19.3% | +25.1% | -44.4% | -24.7% |
| 3Y | -12.3% | +105.9% | -118.2% | -31.4% |
| All | -12.3% | +108.6% | -120.9% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling