+183.8%
GRMN vs BOXX
+14.7%
+169.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.4% | +0.1% | +2.4% | +2.3% |
| 30D | -8.5% | +0.3% | -8.8% | -8.9% |
| 3M | +19.5% | +1.0% | +18.4% | +17.1% |
| 6M | +21.2% | +1.9% | +19.3% | +15.8% |
| YTD | +41.0% | +2.7% | +38.4% | +30.5% |
| 1Y | +19.6% | +4.0% | +15.5% | +4.8% |
| 3Y | +183.8% | +14.7% | +169.1% | +124.8% |
| All | +183.8% | +14.7% | +169.1% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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