+669.0%
GRMN vs DTE
+137.8%
+531.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.6% | +4.8% |
| 7D | +2.4% | -2.6% | +5.0% | +3.4% |
| 30D | -8.5% | -4.4% | -4.1% | -6.9% |
| 3M | +19.5% | -8.3% | +27.8% | +23.3% |
| 6M | +21.2% | -8.1% | +29.3% | +24.6% |
| YTD | +41.0% | +4.4% | +36.6% | +37.5% |
| 1Y | +19.6% | +0.2% | +19.4% | +18.5% |
| 3Y | +183.8% | +42.6% | +141.2% | +140.2% |
| 5Y | +83.0% | +31.5% | +51.5% | +58.7% |
| All | +669.0% | +137.8% | +531.2% | +445.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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