+48.0%
PYPL vs GILD
+82.3%
-34.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | -2.3% | -4.8% | +2.6% | -0.6% |
| 30D | -9.0% | +5.8% | -14.8% | -10.7% |
| 3M | +30.6% | +14.9% | +15.7% | +24.5% |
| 6M | +18.6% | -0.4% | +18.9% | +18.4% |
| YTD | -7.2% | +18.5% | -25.7% | -13.3% |
| 1Y | -19.3% | +25.1% | -44.4% | -26.2% |
| 3Y | -12.3% | +105.9% | -118.2% | -34.4% |
| 5Y | -80.9% | +143.0% | -223.9% | -86.8% |
| 10Y | +42.9% | +162.4% | -119.5% | -7.0% |
| All | +48.0% | +82.3% | -34.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling