-19.3%
PYPL vs GPN
+4.8%
-24.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.3% | -4.6% | +2.3% | +0.2% |
| 30D | -9.0% | -0.3% | -8.8% | -9.0% |
| 3M | +30.6% | +35.4% | -4.9% | +11.5% |
| 6M | +18.6% | +21.7% | -3.1% | +6.3% |
| YTD | -7.2% | +14.9% | -22.1% | -13.8% |
| 1Y | -19.3% | +3.2% | -22.4% | -18.3% |
| All | -19.3% | +4.8% | -24.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling