+61.0%
BMY vs GRMN
+646.1%
-585.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.4% | -1.8% | -4.6% | -6.0% |
| 30D | +0.2% | -12.1% | +12.3% | +2.9% |
| 3M | +16.0% | +18.0% | -2.0% | +11.4% |
| 6M | +8.3% | +13.7% | -5.4% | +4.7% |
| YTD | +22.2% | +35.3% | -13.1% | +13.4% |
| 1Y | +41.7% | +17.2% | +24.4% | +35.3% |
| 3Y | +20.7% | +179.6% | -158.9% | -10.0% |
| 5Y | +23.9% | +75.6% | -51.6% | +5.5% |
| All | +61.0% | +646.1% | -585.1% | -11.0% |
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 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