+172.2%
GRMN vs COO
-27.8%
+200.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | +0.8% |
| 7D | -1.4% | -9.0% | +7.6% | +1.6% |
| 30D | -13.1% | -16.8% | +3.7% | -7.7% |
| 3M | +14.9% | -7.5% | +22.4% | +17.8% |
| 6M | +13.1% | -16.3% | +29.4% | +19.7% |
| YTD | +35.3% | -22.5% | +57.8% | +46.9% |
| 1Y | +16.0% | -7.0% | +23.0% | +18.8% |
| All | +172.2% | -27.8% | +200.0% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling