+77.3%
GRMN vs COO
-39.5%
+116.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.6% |
| 7D | +0.2% | -2.3% | +2.5% | +1.1% |
| 30D | -11.3% | -8.8% | -2.5% | -8.0% |
| 3M | +17.7% | +1.3% | +16.4% | +16.9% |
| 6M | +14.2% | -11.6% | +25.7% | +19.6% |
| YTD | +37.0% | -17.4% | +54.4% | +47.6% |
| 1Y | +17.0% | -1.6% | +18.6% | +17.0% |
| 3Y | +183.2% | -22.6% | +205.8% | +200.0% |
| 5Y | +77.3% | -40.3% | +117.6% | +108.3% |
| All | +77.3% | -39.5% | +116.7% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling