-23.0%
PYPL vs GLXY
+12.0%
-35.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | +2.7% | +13.4% | -10.8% | +0.9% |
| 30D | -4.9% | +38.1% | -43.0% | -8.9% |
| 3M | +28.9% | -7.3% | +36.2% | +28.6% |
| 6M | +18.2% | +8.2% | +10.1% | +13.5% |
| YTD | -5.0% | +17.8% | -22.8% | -10.3% |
| 1Y | -18.8% | +14.9% | -33.8% | -22.8% |
| All | -23.0% | +12.0% | -35.1% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling