+122.6%
GRMN vs EXEL
+289.1%
-166.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | -7.3% | +38.6% | -45.9% | -13.7% |
| 6M | +21.8% | +41.2% | -19.4% | +12.4% |
| YTD | +42.8% | +59.3% | -16.5% | +27.6% |
| 1Y | +46.5% | +60.2% | -13.7% | +30.6% |
| 3Y | +158.3% | +232.6% | -74.3% | +87.7% |
| 5Y | +122.6% | +285.9% | -163.2% | +53.4% |
| All | +122.6% | +289.1% | -166.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling