+47.2%
PYPL vs GPC
+93.7%
-46.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.5% |
| 7D | +2.2% | +0.8% | +1.3% | +1.8% |
| 30D | +8.1% | -1.1% | +9.2% | +8.4% |
| 3M | +1.9% | -6.6% | +8.5% | +4.4% |
| 6M | +33.1% | +22.2% | +10.9% | +21.9% |
| YTD | +3.8% | +5.1% | -1.3% | -0.8% |
| 1Y | -8.3% | +2.8% | -11.1% | -11.6% |
| 3Y | +11.9% | +2.4% | +9.5% | +4.8% |
| 5Y | -70.4% | +7.8% | -78.2% | -73.1% |
| 10Y | +47.2% | +87.2% | -40.1% | +4.4% |
| All | +47.2% | +93.7% | -46.6% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling