+876.8%
GRMN vs CAPR
-99.1%
+975.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.8% |
| 30D | -8.4% | +139.2% | -147.6% | -9.7% |
| 3M | +15.0% | -66.4% | +81.4% | +15.6% |
| 6M | +11.2% | -63.1% | +74.3% | +11.6% |
| YTD | +37.7% | -67.4% | +105.1% | +38.3% |
| 1Y | +18.5% | +58.2% | -39.8% | +13.0% |
| 3Y | +175.8% | +42.2% | +133.6% | +158.4% |
| 5Y | +75.1% | +87.3% | -12.2% | +62.1% |
| 10Y | +637.0% | -75.3% | +712.3% | +554.8% |
| All | +876.8% | -99.1% | +975.8% | +628.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling