+651.6%
GRMN vs EXPD
+322.8%
+328.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | +4.7% | -7.2% | +11.9% | +8.1% |
| 30D | +3.4% | -3.3% | +6.7% | +4.7% |
| 3M | -5.0% | +3.4% | -8.4% | -6.9% |
| 6M | +18.6% | +22.7% | -4.1% | +6.8% |
| YTD | +42.5% | +24.5% | +18.0% | +25.7% |
| 1Y | +42.3% | +38.6% | +3.7% | +18.9% |
| 3Y | +158.5% | +71.5% | +87.0% | +89.8% |
| 5Y | +123.6% | +56.2% | +67.3% | +68.7% |
| All | +651.6% | +322.8% | +328.9% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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