+51.4%
PYPL vs GPC
+114.3%
-62.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.2% |
| 30D | -4.9% | +6.0% | -10.9% | -7.1% |
| 3M | +28.9% | +42.6% | -13.7% | +10.9% |
| 6M | +18.2% | +22.8% | -4.5% | +7.8% |
| YTD | -5.0% | +15.5% | -20.5% | -12.5% |
| 1Y | -18.8% | +2.0% | -20.9% | -21.2% |
| 3Y | -12.6% | -1.4% | -11.1% | -16.7% |
| 5Y | -80.8% | +30.6% | -111.4% | -83.9% |
| 10Y | +49.9% | +80.6% | -30.7% | +1.4% |
| All | +51.4% | +114.3% | -62.9% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling