+108.5%
CSCO vs GRMN
+182.7%
-74.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -10.1% | -11.3% | +1.2% | -8.0% |
| 3M | -11.7% | +17.7% | -29.5% | -15.1% |
| 6M | +40.1% | +14.2% | +25.9% | +35.5% |
| YTD | +43.8% | +37.0% | +6.8% | +33.5% |
| 1Y | +66.6% | +17.0% | +49.6% | +59.5% |
| 3Y | +108.5% | +183.2% | -74.7% | +69.5% |
| All | +108.5% | +182.7% | -74.2% | +69.5% |
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 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