+426.7%
PAYX vs GRMN
+6,537.4%
-6,110.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.9% | -1.8% | -6.1% | -7.5% |
| 30D | -5.0% | -12.1% | +7.0% | -2.1% |
| 3M | +15.1% | +18.0% | -2.9% | +10.2% |
| 6M | +23.9% | +13.7% | +10.2% | +19.3% |
| YTD | +6.2% | +35.3% | -29.1% | -2.2% |
| 1Y | -9.6% | +17.2% | -26.9% | -14.0% |
| 3Y | +5.8% | +179.6% | -173.8% | -20.5% |
| 5Y | +22.0% | +75.6% | -53.6% | +1.7% |
| 10Y | +165.1% | +644.2% | -479.1% | +62.0% |
| All | +426.7% | +6,537.4% | -6,110.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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