+119.3%
GRMN vs CAPR
+138.1%
-18.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -0.3% |
| 7D | +4.7% | +41.1% | -36.3% | +4.4% |
| 30D | +3.4% | +11.1% | -7.7% | +3.3% |
| 3M | -5.0% | +115.3% | -120.3% | -6.0% |
| 6M | +18.6% | -73.8% | +92.4% | +19.3% |
| YTD | +42.5% | -68.8% | +111.3% | +43.0% |
| 1Y | +42.3% | +43.3% | -1.0% | +37.6% |
| 3Y | +158.5% | +214.7% | -56.2% | +129.9% |
| All | +119.3% | +138.1% | -18.8% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling