-81.0%
PYPL vs GSK
+47.2%
-128.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -5.9% | -5.4% | -0.5% | -5.2% |
| 30D | -9.4% | -4.6% | -4.8% | -8.8% |
| 3M | +31.3% | -5.1% | +36.4% | +32.2% |
| 6M | +19.1% | -11.4% | +30.5% | +20.9% |
| YTD | -7.9% | +0.7% | -8.6% | -8.6% |
| 1Y | -17.9% | +23.0% | -40.9% | -21.6% |
| 3Y | -11.6% | +48.0% | -59.6% | -20.4% |
| 5Y | -81.0% | +48.2% | -129.2% | -83.0% |
| All | -81.0% | +47.2% | -128.3% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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