+5,147.3%
GRMN vs DTE
+1,153.8%
+3,993.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -13.1% | -0.5% | -12.6% | -12.9% |
| 3M | +14.9% | -6.0% | +21.0% | +17.7% |
| 6M | +13.1% | -7.2% | +20.3% | +16.2% |
| YTD | +35.3% | +7.2% | +28.1% | +30.4% |
| 1Y | +16.0% | +4.1% | +11.9% | +13.1% |
| 3Y | +179.6% | +46.9% | +132.7% | +132.1% |
| 5Y | +75.0% | +32.9% | +42.1% | +50.2% |
| 10Y | +644.1% | +144.5% | +499.6% | +367.8% |
| All | +5,147.3% | +1,153.8% | +3,993.5% | +1,754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling