-79.8%
PYPL vs GTLB
-50.0%
-29.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.1% | -2.0% |
| 7D | +1.7% | +4.6% | -2.8% | +0.7% |
| 30D | -9.7% | +21.0% | -30.7% | -13.9% |
| 3M | +29.2% | +51.7% | -22.5% | +16.4% |
| 6M | +13.9% | +89.3% | -75.4% | -3.8% |
| YTD | -8.1% | +25.6% | -33.7% | -14.9% |
| 1Y | -21.4% | -1.5% | -19.8% | -23.5% |
| 3Y | -11.8% | -9.9% | -1.9% | -18.3% |
| All | -79.8% | -50.0% | -29.8% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling