+77.3%
GRMN vs CAPR
+87.6%
-10.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | +0.2% | -9.5% | +9.7% | +0.3% |
| 30D | -11.3% | +121.5% | -132.8% | -12.2% |
| 3M | +17.7% | -65.4% | +83.1% | +18.2% |
| 6M | +14.2% | -67.5% | +81.7% | +14.7% |
| YTD | +37.0% | -68.6% | +105.6% | +37.6% |
| 1Y | +17.0% | +42.7% | -25.7% | +12.8% |
| 3Y | +183.2% | +43.4% | +139.8% | +157.8% |
| 5Y | +77.3% | +86.0% | -8.8% | +56.7% |
| All | +77.3% | +87.6% | -10.3% | +56.7% |
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