+1,591.4%
AMAT vs GRMN
+634.0%
+957.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | -2.9% | +1.4% | +0.3% |
| 30D | -14.8% | -8.4% | -6.4% | -10.1% |
| 3M | -9.3% | +15.0% | -24.3% | -19.4% |
| 6M | +27.4% | +11.2% | +16.2% | +15.7% |
| YTD | +77.6% | +37.7% | +39.9% | +39.4% |
| 1Y | +188.9% | +18.5% | +170.5% | +148.6% |
| 3Y | +202.3% | +175.8% | +26.5% | +24.3% |
| 5Y | +248.9% | +75.1% | +173.8% | +104.6% |
| All | +1,591.4% | +634.0% | +957.4% | +298.1% |
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