+61.9%
PYPL vs GRMN
+810.0%
-748.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | +1.0% | +6.3% | -5.4% | -2.0% |
| 30D | +5.9% | +7.6% | -1.7% | +1.9% |
| 3M | -0.2% | -7.5% | +7.2% | +3.2% |
| 6M | +30.3% | +21.2% | +9.1% | +16.5% |
| YTD | +1.6% | +44.0% | -42.5% | -17.2% |
| 1Y | -10.3% | +44.7% | -55.0% | -27.1% |
| 3Y | +8.5% | +160.5% | -152.0% | -39.1% |
| 5Y | -71.0% | +124.6% | -195.6% | -82.6% |
| 10Y | +46.9% | +651.6% | -604.7% | -45.9% |
| All | +61.9% | +810.0% | -748.1% | -45.6% |
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