-17.9%
PYPL vs GTLB
-1.8%
-16.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | -5.9% | -4.1% | -1.9% | -5.3% |
| 30D | -9.4% | +12.3% | -21.7% | -11.3% |
| 3M | +31.3% | +65.9% | -34.6% | +19.6% |
| 6M | +19.1% | +104.0% | -84.9% | +3.0% |
| YTD | -7.9% | +26.0% | -33.9% | -10.4% |
| 1Y | -17.9% | -3.5% | -14.4% | -12.3% |
| All | -17.9% | -1.8% | -16.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling