+194.9%
CSCO vs GRMN
+7,042.9%
-6,848.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | -2.9% | +6.4% | -9.3% | -4.7% |
| 30D | -16.7% | +8.7% | -25.4% | -18.8% |
| 3M | -18.4% | -5.8% | -12.7% | -17.3% |
| 6M | +2.9% | +22.5% | -19.6% | -4.0% |
| YTD | +30.4% | +45.6% | -15.2% | +15.1% |
| 1Y | +41.4% | +47.5% | -6.1% | +24.2% |
| 3Y | +104.7% | +166.2% | -61.6% | +46.5% |
| 5Y | +96.9% | +124.1% | -27.1% | +46.7% |
| 10Y | +321.5% | +668.0% | -346.6% | +120.0% |
| All | +194.9% | +7,042.9% | -6,848.0% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling