+105.9%
GILD vs GRMN
+190.9%
-85.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.2% |
| 7D | -4.8% | +2.4% | -7.3% | -5.1% |
| 30D | +5.8% | -8.5% | +14.2% | +6.7% |
| 3M | +14.9% | +19.5% | -4.5% | +12.5% |
| 6M | -0.4% | +21.2% | -21.5% | -2.7% |
| YTD | +18.5% | +41.0% | -22.5% | +13.8% |
| 1Y | +25.1% | +19.6% | +5.5% | +22.1% |
| 3Y | +105.9% | +183.8% | -77.9% | +70.9% |
| All | +105.9% | +190.9% | -85.0% | +70.9% |
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