+95.3%
AAPL vs GRMN
+155.8%
-60.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +4.1% | -0.9% | +5.0% | +4.3% |
| 30D | +4.0% | +1.2% | +2.8% | +3.6% |
| 3M | +16.8% | -8.9% | +25.7% | +19.0% |
| 6M | +19.4% | +23.0% | -3.6% | +12.8% |
| YTD | +31.5% | +41.2% | -9.7% | +19.1% |
| 1Y | +31.0% | +47.5% | -16.5% | +17.2% |
| 3Y | +95.3% | +155.8% | -60.5% | +61.5% |
| All | +95.3% | +155.8% | -60.5% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling