+51.4%
PYPL vs GRMN
+770.0%
-718.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +2.7% | -2.9% | +5.5% | +4.1% |
| 30D | -4.9% | -8.4% | +3.5% | -0.8% |
| 3M | +28.9% | +15.0% | +13.9% | +19.0% |
| 6M | +18.2% | +11.2% | +7.0% | +10.5% |
| YTD | -5.0% | +37.7% | -42.7% | -20.6% |
| 1Y | -18.8% | +18.5% | -37.3% | -26.9% |
| 3Y | -12.6% | +175.8% | -188.4% | -52.8% |
| 5Y | -80.8% | +75.1% | -155.9% | -87.0% |
| 10Y | +49.9% | +637.0% | -587.1% | -43.8% |
| All | +51.4% | +770.0% | -718.6% | -47.8% |
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