+60.6%
PYPL vs GRMN
+802.2%
-741.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -0.7% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +3.8% | +3.5% | +0.3% | +1.8% |
| 3M | -1.3% | -7.3% | +6.0% | +2.0% |
| 6M | +29.0% | +21.8% | +7.3% | +15.2% |
| YTD | +0.7% | +42.8% | -42.1% | -17.6% |
| 1Y | -12.3% | +46.5% | -58.7% | -29.1% |
| 3Y | +7.6% | +158.3% | -150.7% | -39.4% |
| 5Y | -71.7% | +122.6% | -194.3% | -83.0% |
| 10Y | +47.1% | +638.0% | -590.9% | -45.4% |
| All | +60.6% | +802.2% | -741.6% | -45.8% |
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