+810.2%
PPG vs GRMN
+6,536.9%
-5,726.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.0% |
| 7D | -3.7% | -1.4% | -2.3% | -3.3% |
| 30D | -7.2% | -13.1% | +5.9% | -3.3% |
| 3M | -7.3% | +14.9% | -22.3% | -11.8% |
| 6M | +0.3% | +13.1% | -12.8% | -4.1% |
| YTD | +6.5% | +35.3% | -28.8% | -3.7% |
| 1Y | +0.5% | +16.0% | -15.5% | -5.1% |
| 3Y | -15.3% | +179.6% | -194.9% | -39.9% |
| 5Y | -22.9% | +75.0% | -97.9% | -37.7% |
| 10Y | +28.4% | +644.1% | -615.7% | -30.3% |
| All | +810.2% | +6,536.9% | -5,726.8% | +179.7% |
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