+950.1%
BDX vs GRMN
+6,622.3%
-5,672.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +1.3% | -11.3% | +12.6% | +3.1% |
| 3M | +20.2% | +17.7% | +2.5% | +17.1% |
| 6M | +8.6% | +14.2% | -5.5% | +6.1% |
| YTD | +19.0% | +37.0% | -18.1% | +13.0% |
| 1Y | +21.2% | +17.0% | +4.2% | +17.7% |
| 3Y | -9.7% | +183.2% | -192.9% | -23.9% |
| 5Y | -3.4% | +77.3% | -80.7% | -13.7% |
| 10Y | +53.9% | +630.9% | -577.0% | +12.9% |
| All | +950.1% | +6,622.3% | -5,672.2% | +460.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling