+51.4%
PYPL vs GM
+241.9%
-190.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.3% |
| 7D | +2.7% | +1.9% | +0.7% | +1.9% |
| 30D | -4.9% | -1.4% | -3.5% | -4.5% |
| 3M | +28.9% | +5.9% | +23.0% | +25.5% |
| 6M | +18.2% | +12.4% | +5.8% | +11.9% |
| YTD | -5.0% | +8.6% | -13.7% | -9.6% |
| 1Y | -18.8% | +52.6% | -71.4% | -32.9% |
| 3Y | -12.6% | +169.7% | -182.2% | -44.4% |
| 5Y | -80.8% | +87.5% | -168.3% | -86.3% |
| 10Y | +49.9% | +233.0% | -183.0% | -23.8% |
| All | +51.4% | +241.9% | -190.5% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling