+39.0%
PYPL vs GIS
-19.3%
+58.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.6% |
| 7D | -5.9% | -8.4% | +2.5% | -4.7% |
| 30D | -9.4% | -5.2% | -4.2% | -8.9% |
| 3M | +31.3% | +8.2% | +23.1% | +29.5% |
| 6M | +19.1% | -12.0% | +31.1% | +20.8% |
| YTD | -7.9% | -18.9% | +11.0% | -5.7% |
| 1Y | -17.9% | -23.6% | +5.7% | -15.2% |
| 3Y | -11.6% | -37.6% | +26.0% | -6.4% |
| 5Y | -81.0% | -25.2% | -55.8% | -80.9% |
| All | +39.0% | -19.3% | +58.3% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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