+51.4%
PYPL vs GIS
+1.9%
+49.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -2.6% |
| 7D | +2.7% | -7.8% | +10.5% | +4.1% |
| 30D | -4.9% | +6.6% | -11.5% | -6.2% |
| 3M | +28.9% | +21.0% | +7.9% | +24.4% |
| 6M | +18.2% | -9.1% | +27.3% | +19.7% |
| YTD | -5.0% | -13.6% | +8.6% | -3.3% |
| 1Y | -18.8% | -18.0% | -0.8% | -16.7% |
| 3Y | -12.6% | -33.7% | +21.1% | -7.3% |
| 5Y | -80.8% | -19.4% | -61.3% | -80.9% |
| 10Y | +49.9% | -21.3% | +71.2% | +54.8% |
| All | +51.4% | +1.9% | +49.5% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling