+1,340.2%
GRMN vs CPAY
+1,524.4%
-184.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.5% |
| 30D | -13.1% | +1.3% | -14.4% | -13.6% |
| 3M | +14.9% | +13.5% | +1.5% | +9.5% |
| 6M | +13.1% | +24.7% | -11.6% | +3.3% |
| YTD | +35.3% | +34.9% | +0.3% | +19.1% |
| 1Y | +16.0% | +29.7% | -13.7% | +3.5% |
| 3Y | +179.6% | +49.4% | +130.2% | +133.9% |
| 5Y | +75.0% | +53.5% | +21.5% | +42.2% |
| 10Y | +644.1% | +152.5% | +491.7% | +391.7% |
| All | +1,340.2% | +1,524.4% | -184.1% | +477.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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