-15.9%
PYPL vs GLXY
-38.3%
+22.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.9% | +0.7% |
| 7D | +2.2% | -0.5% | +2.7% | +1.6% |
| 30D | +8.1% | -28.6% | +36.8% | +11.4% |
| 3M | +1.9% | -28.1% | +30.0% | +4.5% |
| 6M | +33.1% | -52.0% | +85.1% | +42.3% |
| YTD | +3.8% | -35.1% | +38.9% | +4.1% |
| 1Y | -8.3% | -54.0% | +45.7% | -3.7% |
| All | -15.9% | -38.3% | +22.4% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling