+1,370.8%
AMAT vs GRMN
+655.8%
+715.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | -2.5% | +6.3% | -8.8% | -6.1% |
| 30D | -26.5% | +7.6% | -34.1% | -30.3% |
| 3M | -28.6% | -7.5% | -21.1% | -25.8% |
| 6M | -14.2% | +21.2% | -35.5% | -27.1% |
| YTD | +45.5% | +44.0% | +1.4% | +10.0% |
| 1Y | +59.3% | +44.7% | +14.6% | +20.1% |
| 3Y | +153.1% | +160.5% | -7.4% | +9.7% |
| 5Y | +158.2% | +124.6% | +33.5% | +25.0% |
| 10Y | +1,370.8% | +651.6% | +719.2% | +247.3% |
| All | +1,370.8% | +655.8% | +715.0% | +247.3% |
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