-81.0%
PYPL vs GLDM
+143.3%
-224.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -4.9% | +4.4% | -9.3% | -4.9% |
| 3M | +28.9% | -1.1% | +29.9% | +29.1% |
| 6M | +18.2% | -13.7% | +31.9% | +18.6% |
| YTD | -5.0% | +2.8% | -7.8% | -5.7% |
| 1Y | -18.8% | +24.8% | -43.7% | -21.3% |
| 3Y | -12.6% | +127.8% | -140.4% | -24.6% |
| All | -81.0% | +143.3% | -224.3% | -85.1% |
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