-71.8%
PYPL vs GIS
-33.3%
-38.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | +0.1% | -3.4% | +3.4% | +0.3% |
| 30D | +5.7% | +6.9% | -1.2% | +5.1% |
| 3M | -1.9% | -10.1% | +8.2% | -1.4% |
| 6M | +31.8% | +5.9% | +26.0% | +31.1% |
| YTD | +2.4% | -21.1% | +23.5% | +3.0% |
| 1Y | -8.2% | -22.5% | +14.2% | -7.6% |
| 3Y | +10.2% | -39.0% | +49.2% | +12.3% |
| All | -71.8% | -33.3% | -38.5% | -71.7% |
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