+637.6%
GRMN vs EXEL
+386.3%
+251.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | -12.1% | +11.9% | -24.0% | -13.6% |
| 3M | +18.0% | +9.2% | +8.8% | +16.2% |
| 6M | +13.7% | +39.1% | -25.4% | +7.7% |
| YTD | +35.3% | +31.0% | +4.3% | +29.2% |
| 1Y | +17.2% | +52.3% | -35.1% | +9.1% |
| 3Y | +179.6% | +159.7% | +19.9% | +137.7% |
| 5Y | +75.6% | +187.7% | -112.2% | +45.6% |
| All | +637.6% | +386.3% | +251.4% | +477.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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