+377.3%
CSCO vs GRMN
+628.0%
-250.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | -10.7% | -13.1% | +2.4% | -6.0% |
| 3M | -8.7% | +14.9% | -23.7% | -14.5% |
| 6M | +44.9% | +13.1% | +31.8% | +36.2% |
| YTD | +44.1% | +35.3% | +8.8% | +25.6% |
| 1Y | +65.9% | +16.0% | +49.9% | +52.9% |
| 3Y | +109.0% | +179.6% | -70.6% | +22.2% |
| 5Y | +114.8% | +75.0% | +39.7% | +56.2% |
| 10Y | +377.3% | +644.1% | -266.8% | +68.0% |
| All | +377.3% | +628.0% | -250.7% | +68.0% |
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