+223.1%
GRMN vs BOXX
+18.4%
+204.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -12.1% | +0.3% | -12.4% | -12.3% |
| 3M | +18.0% | +1.0% | +17.0% | +16.7% |
| 6M | +13.7% | +1.9% | +11.8% | +10.4% |
| YTD | +35.3% | +2.6% | +32.7% | +28.7% |
| 1Y | +17.2% | +4.0% | +13.2% | +7.5% |
| 3Y | +179.6% | +14.6% | +165.0% | +154.7% |
| All | +223.1% | +18.4% | +204.7% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling