+104.7%
CSCO vs GRMN
+163.9%
-59.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.7% |
| 7D | -2.9% | +6.4% | -9.3% | -4.0% |
| 30D | -16.7% | +8.7% | -25.4% | -18.1% |
| 3M | -18.4% | -5.8% | -12.7% | -17.7% |
| 6M | +2.9% | +22.5% | -19.6% | -1.9% |
| YTD | +30.4% | +45.6% | -15.2% | +19.4% |
| 1Y | +41.4% | +47.5% | -6.1% | +29.0% |
| 3Y | +104.7% | +166.2% | -61.6% | +58.6% |
| All | +104.7% | +163.9% | -59.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling