+43.7%
PYPL vs GNRC
+399.3%
-355.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | -4.3% | +3.2% | -7.5% | -5.3% |
| 30D | -11.5% | -9.5% | -1.9% | -8.6% |
| 3M | +26.1% | -28.5% | +54.7% | +38.1% |
| 6M | +13.7% | -10.0% | +23.6% | +13.4% |
| YTD | -9.8% | +36.7% | -46.6% | -23.6% |
| 1Y | -22.1% | +2.6% | -24.6% | -27.6% |
| 3Y | -13.5% | +61.9% | -75.4% | -34.5% |
| 5Y | -81.6% | -59.0% | -22.6% | -78.9% |
| 10Y | +38.8% | +444.8% | -406.0% | -29.7% |
| All | +43.7% | +399.3% | -355.6% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling