+597.9%
GRMN vs CAPR
-65.7%
+663.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -1.0% |
| 7D | -0.9% | +5.9% | -6.8% | -1.0% |
| 30D | +1.2% | +44.6% | -43.4% | +0.8% |
| 3M | -8.9% | +126.4% | -135.3% | -9.9% |
| 6M | +23.0% | -68.6% | +91.6% | +23.4% |
| YTD | +41.2% | -67.0% | +108.2% | +41.5% |
| 1Y | +47.5% | +65.2% | -17.7% | +42.5% |
| 3Y | +155.8% | +235.6% | -79.8% | +141.6% |
| 5Y | +120.2% | +175.4% | -55.3% | +107.1% |
| All | +597.9% | -65.7% | +663.6% | +544.4% |
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