+5,377.6%
GRMN vs EXEL
+278.4%
+5,099.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +1.2% | +13.1% | -11.9% | -0.6% |
| 3M | -8.9% | +36.3% | -45.3% | -13.0% |
| 6M | +23.0% | +34.5% | -11.5% | +17.5% |
| YTD | +41.2% | +57.4% | -16.2% | +31.6% |
| 1Y | +47.5% | +62.9% | -15.4% | +36.7% |
| 3Y | +155.8% | +229.5% | -73.8% | +111.6% |
| 5Y | +120.2% | +281.2% | -161.0% | +76.8% |
| 10Y | +629.9% | +320.7% | +309.2% | +437.6% |
| All | +5,377.6% | +278.4% | +5,099.2% | +2,347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling