+40.1%
PYPL vs GNRC
+448.8%
-408.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | -0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -9.0% | -15.7% | +6.7% | -3.7% |
| 3M | +30.6% | -27.3% | +57.9% | +43.0% |
| 6M | +18.6% | -12.1% | +30.6% | +19.1% |
| YTD | -7.2% | +37.1% | -44.3% | -22.2% |
| 1Y | -19.3% | -0.5% | -18.8% | -24.5% |
| 3Y | -12.3% | +61.5% | -73.8% | -34.9% |
| 5Y | -80.9% | -58.6% | -22.3% | -77.6% |
| All | +40.1% | +448.8% | -408.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling