-1.9%
BDX vs GRMN
+81.6%
-83.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | 0.0% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | -2.5% | -8.5% | +5.9% | -0.9% |
| 3M | +21.4% | +19.5% | +1.9% | +16.7% |
| 6M | +10.4% | +21.2% | -10.8% | +5.7% |
| YTD | +18.8% | +41.0% | -22.2% | +10.1% |
| 1Y | +21.7% | +19.6% | +2.1% | +16.2% |
| 3Y | -10.0% | +183.8% | -193.7% | -30.2% |
| All | -1.9% | +81.6% | -83.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling