+335.7%
CSCO vs GRMN
+636.8%
-301.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +2.2% |
| 7D | +6.6% | -0.1% | +6.6% | +6.6% |
| 30D | -11.3% | +3.5% | -14.9% | -12.7% |
| 3M | -17.3% | -7.3% | -10.0% | -15.3% |
| 6M | +3.5% | +21.8% | -18.2% | -5.5% |
| YTD | +34.9% | +42.8% | -7.9% | +14.8% |
| 1Y | +40.5% | +46.5% | -6.0% | +18.2% |
| 3Y | +109.3% | +158.3% | -49.0% | +28.1% |
| 5Y | +105.9% | +122.6% | -16.7% | +33.1% |
| All | +335.7% | +636.8% | -301.1% | +58.4% |
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