+172.2%
GRMN vs DTE
+45.3%
+126.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -1.3% |
| 30D | -12.1% | -2.4% | -9.7% | -11.5% |
| 3M | +18.0% | -7.3% | +25.3% | +20.2% |
| 6M | +13.7% | -7.6% | +21.4% | +15.8% |
| YTD | +35.3% | +5.8% | +29.5% | +31.7% |
| 1Y | +17.2% | +2.3% | +14.9% | +15.3% |
| All | +172.2% | +45.3% | +126.9% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling