-73.6%
PYPL vs GLDM
+126.2%
-199.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | +3.5% | +1.9% | +1.6% | +3.4% |
| 30D | +8.0% | -1.7% | +9.7% | +8.0% |
| 3M | +2.0% | -3.5% | +5.6% | +2.4% |
| 6M | +27.6% | -10.1% | +37.6% | +28.2% |
| YTD | +1.9% | -5.0% | +6.9% | +1.5% |
| 1Y | -12.4% | +2.8% | -15.2% | -13.5% |
| 3Y | +6.3% | +105.1% | -98.8% | -8.6% |
| 5Y | -73.6% | +124.3% | -197.9% | -79.7% |
| All | -73.6% | +126.2% | -199.8% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling