+215.4%
ADSK vs GRMN
+677.8%
-462.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.9% | -1.9% |
| 7D | -2.5% | +2.4% | -5.0% | -3.8% |
| 30D | -14.9% | -8.5% | -6.4% | -10.8% |
| 3M | +3.3% | +19.5% | -16.1% | -7.1% |
| 6M | -15.7% | +21.2% | -36.8% | -25.5% |
| YTD | -28.2% | +41.0% | -69.3% | -42.3% |
| 1Y | -34.5% | +19.6% | -54.1% | -42.5% |
| 3Y | -2.9% | +183.8% | -186.7% | -55.8% |
| 5Y | -25.3% | +83.0% | -108.3% | -54.8% |
| All | +215.4% | +677.8% | -462.4% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling