+651.6%
GRMN vs CAPR
-68.2%
+719.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.9% | -1.0% |
| 7D | +6.3% | +7.6% | -1.3% | +6.3% |
| 30D | +7.6% | +13.3% | -5.7% | +7.4% |
| 3M | -7.5% | +130.4% | -137.9% | -8.5% |
| 6M | +21.2% | -70.8% | +92.0% | +21.8% |
| YTD | +44.0% | -69.3% | +113.3% | +44.5% |
| 1Y | +44.7% | +59.5% | -14.8% | +39.8% |
| 3Y | +160.5% | +216.8% | -56.3% | +145.9% |
| 5Y | +124.6% | +152.7% | -28.1% | +111.2% |
| 10Y | +651.6% | -68.2% | +719.8% | +598.0% |
| All | +651.6% | -68.2% | +719.8% | +598.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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