+76.7%
GRMN vs DOC
-24.5%
+101.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.6% |
| 7D | -2.9% | -1.5% | -1.4% | -2.3% |
| 30D | -8.4% | -4.8% | -3.7% | -6.8% |
| 3M | +15.0% | +6.9% | +8.1% | +11.6% |
| 6M | +11.2% | +20.7% | -9.5% | +2.3% |
| YTD | +37.7% | +34.1% | +3.5% | +21.0% |
| 1Y | +18.5% | +22.6% | -4.2% | +7.9% |
| 3Y | +175.8% | +20.8% | +155.0% | +151.5% |
| All | +76.7% | -24.5% | +101.2% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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