+692.8%
GOOGL vs GRMN
+628.7%
+64.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +3.9% | -0.9% | +4.7% | +4.2% |
| 30D | -14.9% | +1.2% | -16.1% | -15.7% |
| 3M | -14.6% | -8.9% | -5.6% | -11.8% |
| 6M | -26.4% | +23.0% | -49.4% | -33.6% |
| YTD | -5.3% | +41.2% | -46.5% | -20.2% |
| 1Y | +6.5% | +47.5% | -41.0% | -12.1% |
| 3Y | +126.0% | +155.8% | -29.7% | +33.2% |
| 5Y | +100.8% | +120.2% | -19.3% | +24.8% |
| All | +692.8% | +628.7% | +64.1% | +201.7% |
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 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