-81.6%
PYPL vs GIS
-23.6%
-58.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -4.3% | -8.6% | +4.3% | -3.7% |
| 30D | -11.5% | -0.5% | -11.0% | -11.6% |
| 3M | +26.1% | +11.9% | +14.2% | +25.1% |
| 6M | +13.7% | -11.6% | +25.3% | +13.8% |
| YTD | -9.8% | -16.3% | +6.5% | -9.7% |
| 1Y | -22.1% | -21.8% | -0.3% | -21.6% |
| 3Y | -13.5% | -35.7% | +22.2% | -12.2% |
| 5Y | -81.6% | -22.9% | -58.7% | -81.9% |
| All | -81.6% | -23.6% | -58.0% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling