+669.0%
GRMN vs DGX
+255.3%
+413.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.6% | +3.7% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -8.5% | -1.2% | -7.3% | -8.1% |
| 3M | +19.5% | +15.8% | +3.7% | +13.4% |
| 6M | +21.2% | +18.2% | +3.0% | +14.0% |
| YTD | +41.0% | +37.2% | +3.8% | +25.5% |
| 1Y | +19.6% | +30.4% | -10.8% | +8.0% |
| 3Y | +183.8% | +96.7% | +87.1% | +117.0% |
| 5Y | +83.0% | +67.2% | +15.8% | +46.8% |
| All | +669.0% | +255.3% | +413.7% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling