+5,240.8%
GRMN vs COO
+1,686.7%
+3,554.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -2.9% | -2.2% | -0.6% | -2.2% |
| 30D | -8.4% | -7.0% | -1.4% | -6.6% |
| 3M | +15.0% | +12.2% | +2.8% | +11.0% |
| 6M | +11.2% | -15.1% | +26.3% | +16.1% |
| YTD | +37.7% | -15.1% | +52.8% | +43.8% |
| 1Y | +18.5% | +2.3% | +16.1% | +17.2% |
| 3Y | +175.8% | -23.7% | +199.5% | +190.7% |
| 5Y | +75.1% | -38.9% | +114.0% | +94.2% |
| 10Y | +637.0% | +49.9% | +587.1% | +539.7% |
| All | +5,240.8% | +1,686.7% | +3,554.1% | +2,701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling