+55.4%
BDX vs GRMN
+646.1%
-590.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.4% | -1.8% | -3.6% | -5.0% |
| 30D | -2.2% | -12.1% | +9.9% | +0.9% |
| 3M | +20.1% | +18.0% | +2.1% | +14.8% |
| 6M | +9.1% | +13.7% | -4.7% | +4.9% |
| YTD | +17.9% | +35.3% | -17.4% | +8.3% |
| 1Y | +22.1% | +17.2% | +4.8% | +16.0% |
| 3Y | -10.5% | +179.6% | -190.2% | -34.8% |
| 5Y | -2.6% | +75.6% | -78.2% | -20.3% |
| All | +55.4% | +646.1% | -590.7% | -12.5% |
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 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