+606.1%
COST vs GRMN
+677.8%
-71.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -4.0% | -0.8% |
| 7D | -1.2% | +2.4% | -3.6% | -1.8% |
| 30D | -4.7% | -8.5% | +3.7% | -2.6% |
| 3M | -7.1% | +19.5% | -26.6% | -11.8% |
| 6M | -8.5% | +21.2% | -29.7% | -13.8% |
| YTD | +5.4% | +41.0% | -35.7% | -5.1% |
| 1Y | -5.6% | +19.6% | -25.2% | -11.4% |
| 3Y | +68.5% | +183.8% | -115.3% | +14.6% |
| 5Y | +105.2% | +83.0% | +22.2% | +58.3% |
| All | +606.1% | +677.8% | -71.7% | +254.5% |
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