-81.0%
PYPL vs GPN
-46.4%
-34.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.2% |
| 7D | -5.9% | -3.5% | -2.4% | -4.0% |
| 30D | -9.4% | +3.1% | -12.6% | -11.1% |
| 3M | +31.3% | +42.3% | -11.0% | +6.5% |
| 6M | +19.1% | +20.9% | -1.8% | +5.6% |
| YTD | -7.9% | +15.2% | -23.1% | -16.8% |
| 1Y | -17.9% | +5.4% | -23.3% | -21.9% |
| 3Y | -11.6% | -27.4% | +15.8% | +2.4% |
| 5Y | -81.0% | -44.2% | -36.8% | -75.6% |
| All | -81.0% | -46.4% | -34.7% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling