+399.6%
DIS vs GRMN
+6,890.4%
-6,490.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +5.2% | +4.7% | +0.5% | +4.0% |
| 30D | +11.5% | +3.4% | +8.0% | +10.4% |
| 3M | +11.5% | -5.0% | +16.6% | +12.8% |
| 6M | +8.9% | +18.6% | -9.7% | +3.2% |
| YTD | +3.4% | +42.5% | -39.1% | -7.0% |
| 1Y | +7.2% | +42.3% | -35.1% | -3.6% |
| 3Y | +43.3% | +158.5% | -115.2% | +7.4% |
| 5Y | -31.4% | +123.6% | -155.0% | -46.9% |
| 10Y | +37.1% | +682.5% | -645.4% | -22.1% |
| All | +399.6% | +6,890.4% | -6,490.8% | +55.5% |
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 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