-77.9%
PYPL vs GTLB
-49.8%
-28.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | +3.8% | -9.0% | +12.8% | +5.8% |
| 3M | -1.3% | +15.9% | -17.1% | -5.2% |
| 6M | +29.0% | +104.9% | -75.8% | +7.4% |
| YTD | +0.7% | +26.0% | -25.2% | -7.2% |
| 1Y | -12.3% | +1.8% | -14.1% | -15.3% |
| 3Y | +7.6% | +6.0% | +1.6% | -4.4% |
| 5Y | -71.7% | -62.2% | -9.5% | -75.4% |
| All | -77.9% | -49.8% | -28.0% | -80.9% |
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