-32.5%
PYPL vs GLDM
+248.1%
-280.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -4.9% | +4.4% | -9.3% | -5.2% |
| 3M | +28.9% | -1.1% | +29.9% | +29.2% |
| 6M | +18.2% | -13.7% | +31.9% | +20.3% |
| YTD | -5.0% | +2.8% | -7.8% | -6.5% |
| 1Y | -18.8% | +24.8% | -43.7% | -23.4% |
| 3Y | -12.6% | +127.8% | -140.4% | -30.4% |
| 5Y | -80.8% | +141.1% | -221.9% | -85.3% |
| All | -32.5% | +248.1% | -280.6% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling