-26.9%
PYPL vs GLDM
+212.7%
-239.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -1.2% | -2.0% | +0.8% | -0.9% |
| 30D | +6.1% | -4.4% | +10.6% | +6.7% |
| 3M | +1.1% | -8.8% | +9.9% | +2.4% |
| 6M | +32.7% | -15.9% | +48.6% | +35.7% |
| YTD | +2.8% | -7.7% | +10.5% | +2.6% |
| 1Y | -10.8% | -3.6% | -7.2% | -11.7% |
| 3Y | +9.8% | +105.2% | -95.4% | -11.3% |
| 5Y | -70.2% | +112.8% | -183.0% | -76.8% |
| All | -26.9% | +212.7% | -239.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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