+172.2%
GRMN vs BB
+66.7%
+105.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -13.1% | -12.2% | -0.9% | -12.0% |
| 3M | +14.9% | -12.3% | +27.3% | +15.1% |
| 6M | +13.1% | +122.7% | -109.6% | -1.3% |
| YTD | +35.3% | +104.5% | -69.2% | +19.4% |
| 1Y | +16.0% | +106.7% | -90.7% | +1.9% |
| All | +172.2% | +66.7% | +105.5% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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