+183.8%
GRMN vs BRKR
-11.8%
+195.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.5% | +4.3% |
| 7D | +2.4% | -8.7% | +11.1% | +3.9% |
| 30D | -8.5% | -9.9% | +1.4% | -7.0% |
| 3M | +19.5% | -3.1% | +22.6% | +18.5% |
| 6M | +21.2% | +45.5% | -24.3% | +9.8% |
| YTD | +41.0% | +13.7% | +27.4% | +33.6% |
| 1Y | +19.6% | +67.4% | -47.8% | +3.9% |
| 3Y | +183.8% | -13.2% | +197.0% | +174.1% |
| All | +183.8% | -11.8% | +195.6% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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