+669.0%
GRMN vs BR
+189.7%
+479.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | +2.4% | -3.0% | +5.4% | +3.9% |
| 30D | -8.5% | -0.3% | -8.2% | -8.5% |
| 3M | +19.5% | +17.3% | +2.2% | +9.8% |
| 6M | +21.2% | -6.7% | +27.9% | +24.1% |
| YTD | +41.0% | -23.4% | +64.5% | +59.1% |
| 1Y | +19.6% | -32.7% | +52.3% | +44.2% |
| 3Y | +183.8% | -5.9% | +189.7% | +185.8% |
| 5Y | +83.0% | +8.4% | +74.6% | +68.1% |
| All | +669.0% | +189.7% | +479.3% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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