+172.2%
GRMN vs EXEL
+164.8%
+7.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -13.1% | +10.1% | -23.2% | -14.7% |
| 3M | +14.9% | +10.1% | +4.9% | +12.5% |
| 6M | +13.1% | +37.7% | -24.6% | +5.5% |
| YTD | +35.3% | +33.1% | +2.2% | +26.8% |
| 1Y | +16.0% | +52.4% | -36.4% | +5.3% |
| All | +172.2% | +164.8% | +7.4% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling