+5,438.6%
GRMN vs COO
+1,496.7%
+3,941.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.3% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | +3.5% | +13.9% | -10.4% | -0.2% |
| 3M | -7.3% | -18.9% | +11.6% | -2.2% |
| 6M | +21.8% | +3.7% | +18.0% | +19.5% |
| YTD | +42.8% | -24.1% | +66.9% | +53.1% |
| 1Y | +46.5% | -14.2% | +60.7% | +51.5% |
| 3Y | +158.3% | -24.5% | +182.7% | +171.8% |
| 5Y | +122.6% | -40.4% | +163.1% | +147.8% |
| 10Y | +638.0% | +40.5% | +597.5% | +550.3% |
| All | +5,438.6% | +1,496.7% | +3,941.9% | +2,882.1% |
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