-80.2%
PYPL vs GTLB
-50.8%
-29.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -4.3% | -6.6% | +2.2% | -2.9% |
| 30D | -11.5% | +13.7% | -25.2% | -14.3% |
| 3M | +26.1% | +52.9% | -26.8% | +13.4% |
| 6M | +13.7% | +88.5% | -74.8% | -3.8% |
| YTD | -9.8% | +23.4% | -33.3% | -16.1% |
| 1Y | -22.1% | -3.8% | -18.2% | -23.7% |
| 3Y | -13.5% | -11.5% | -2.0% | -19.5% |
| All | -80.2% | -50.8% | -29.4% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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