+36.9%
PYPL vs GPC
+79.8%
-42.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -9.7% | -0.4% | -9.4% | -9.6% |
| 3M | +29.2% | +39.2% | -10.0% | +13.0% |
| 6M | +13.9% | +18.2% | -4.4% | +5.8% |
| YTD | -8.1% | +12.1% | -20.2% | -14.1% |
| 1Y | -21.4% | -0.7% | -20.7% | -22.8% |
| 3Y | -11.8% | -1.7% | -10.1% | -15.8% |
| 5Y | -81.1% | +29.3% | -110.4% | -84.0% |
| 10Y | +36.9% | +80.7% | -43.7% | -5.1% |
| All | +36.9% | +79.8% | -42.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling