+32.5%
DIS vs GRMN
+651.6%
-619.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +4.4% | +6.3% | -1.9% | +1.9% |
| 30D | +10.3% | +7.6% | +2.8% | +7.0% |
| 3M | +15.5% | -7.5% | +23.0% | +18.8% |
| 6M | +11.2% | +21.2% | -10.0% | +1.4% |
| YTD | +5.6% | +44.0% | -38.5% | -11.0% |
| 1Y | +7.7% | +44.7% | -37.0% | -9.4% |
| 3Y | +39.3% | +160.5% | -121.2% | -15.6% |
| 5Y | -29.5% | +124.6% | -154.2% | -55.3% |
| All | +32.5% | +651.6% | -619.2% | -43.1% |
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