+40.1%
PYPL vs GM
+240.0%
-199.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -2.3% | -2.4% | +0.2% | -1.3% |
| 30D | -9.0% | -1.1% | -7.9% | -8.7% |
| 3M | +30.6% | +6.1% | +24.5% | +27.2% |
| 6M | +18.6% | +15.0% | +3.6% | +11.4% |
| YTD | -7.2% | +6.0% | -13.2% | -10.7% |
| 1Y | -19.3% | +47.1% | -66.3% | -32.2% |
| 3Y | -12.3% | +170.5% | -182.8% | -44.0% |
| 5Y | -80.9% | +80.5% | -161.4% | -86.1% |
| All | +40.1% | +240.0% | -199.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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