+148.8%
GE vs GRMN
+646.0%
-497.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.3% |
| 7D | -1.2% | -1.4% | +0.2% | -0.6% |
| 30D | -11.3% | -13.1% | +1.8% | -5.5% |
| 3M | -1.4% | +14.9% | -16.3% | -9.1% |
| 6M | +1.2% | +13.1% | -11.9% | -6.0% |
| YTD | +5.9% | +35.3% | -29.4% | -10.2% |
| 1Y | +18.4% | +16.0% | +2.4% | +7.2% |
| 3Y | +271.0% | +179.6% | +91.4% | +91.5% |
| 5Y | +417.9% | +75.0% | +342.9% | +251.0% |
| All | +148.8% | +646.0% | -497.2% | -15.2% |
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