+43.7%
PYPL vs GWRE
+170.8%
-127.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | +0.3% |
| 7D | -4.3% | -26.2% | +21.9% | +7.8% |
| 30D | -11.5% | -17.8% | +6.3% | -5.6% |
| 3M | +26.1% | +14.2% | +11.9% | +13.9% |
| 6M | +13.7% | -12.9% | +26.6% | +13.6% |
| YTD | -9.8% | -29.2% | +19.4% | -1.4% |
| 1Y | -22.1% | -44.4% | +22.4% | -4.3% |
| 3Y | -13.5% | +51.1% | -64.6% | -43.2% |
| 5Y | -81.6% | +16.5% | -98.1% | -86.5% |
| 10Y | +38.8% | +131.6% | -92.8% | -28.5% |
| All | +43.7% | +170.8% | -127.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 all: compounded portfolio wealth divided by compounded GWRE 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…
all analysis · Full analysis span regression · 6 months rolling