-73.9%
PYPL vs GLDM
+121.8%
-195.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +3.9% | +4.7% | -0.7% | +3.6% |
| 30D | +7.8% | -0.9% | +8.7% | +7.8% |
| 3M | -0.7% | -4.3% | +3.6% | -0.2% |
| 6M | +28.8% | -13.4% | +42.2% | +29.5% |
| YTD | +2.4% | -5.8% | +8.2% | +2.0% |
| 1Y | -9.6% | +2.1% | -11.7% | -10.7% |
| 3Y | +9.7% | +105.0% | -95.4% | -5.6% |
| All | -73.9% | +121.8% | -195.6% | -79.9% |
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