-26.9%
PYPL vs GLXY
+7.0%
-33.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.1% | -0.9% |
| 7D | -4.3% | +4.5% | -8.9% | -5.0% |
| 30D | -11.5% | +28.8% | -40.3% | -14.4% |
| 3M | +26.1% | -23.0% | +49.2% | +29.9% |
| 6M | +13.7% | +17.0% | -3.3% | +7.7% |
| YTD | -9.8% | +12.5% | -22.3% | -14.4% |
| 1Y | -22.1% | -5.4% | -16.7% | -24.1% |
| All | -26.9% | +7.0% | -33.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling