+10.2%
PYPL vs GM
+231.6%
-221.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.7% | +3.6% | +2.1% | +4.4% |
| 3M | -1.9% | -0.2% | -1.7% | -2.2% |
| 6M | +31.8% | +13.9% | +17.9% | +25.9% |
| YTD | +2.4% | +6.5% | -4.0% | -1.0% |
| 1Y | -8.2% | +20.7% | -28.9% | -15.2% |
| 3Y | +10.2% | +229.5% | -219.3% | -29.1% |
| All | +10.2% | +231.6% | -221.4% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling