-27.6%
PYPL vs GLDM
+221.7%
-249.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | +3.5% | +1.9% | +1.6% | +3.2% |
| 30D | +8.0% | -1.7% | +9.7% | +8.2% |
| 3M | +2.0% | -3.5% | +5.6% | +2.7% |
| 6M | +27.6% | -10.1% | +37.6% | +29.3% |
| YTD | +1.9% | -5.0% | +6.9% | +1.3% |
| 1Y | -12.4% | +2.8% | -15.2% | -14.2% |
| 3Y | +6.3% | +105.1% | -98.8% | -13.9% |
| 5Y | -73.6% | +124.3% | -197.9% | -79.7% |
| All | -27.6% | +221.7% | -249.2% | -44.7% |
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 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