+158.6%
GRMN vs EXEL
+234.5%
-75.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -0.1% | +1.6% | -1.7% | -0.4% |
| 30D | +3.5% | +17.4% | -13.8% | +0.5% |
| 3M | -7.3% | +38.6% | -45.9% | -13.0% |
| 6M | +21.8% | +41.2% | -19.4% | +13.4% |
| YTD | +42.8% | +59.3% | -16.5% | +29.1% |
| 1Y | +46.5% | +60.2% | -13.7% | +32.2% |
| All | +158.6% | +234.5% | -75.9% | +100.6% |
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