-13.2%
PYPL vs GIS
-34.3%
+21.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.1% |
| 7D | +1.7% | -8.3% | +10.0% | +2.7% |
| 30D | -9.7% | +2.2% | -11.9% | -10.3% |
| 3M | +29.2% | +15.7% | +13.5% | +27.0% |
| 6M | +13.9% | -12.0% | +25.8% | +14.2% |
| YTD | -8.1% | -15.0% | +6.9% | -7.7% |
| 1Y | -21.4% | -20.1% | -1.3% | -20.4% |
| All | -13.2% | -34.3% | +21.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling