+11.9%
PYPL vs GLDM
+111.5%
-99.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +2.2% | +5.0% | -2.8% | +1.9% |
| 30D | +8.1% | -1.3% | +9.4% | +8.1% |
| 3M | +1.9% | -4.7% | +6.6% | +2.2% |
| 6M | +33.1% | -12.4% | +45.5% | +33.1% |
| YTD | +3.8% | -4.1% | +7.8% | +3.4% |
| 1Y | -8.3% | +3.3% | -11.6% | -9.1% |
| 3Y | +11.9% | +110.9% | -99.1% | -17.7% |
| All | +11.9% | +111.5% | -99.7% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling