+644.1%
GRMN vs FIVE
+486.0%
+158.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.6% |
| 7D | -1.4% | +1.7% | -3.1% | -1.8% |
| 30D | -13.1% | +5.0% | -18.1% | -14.2% |
| 3M | +14.9% | +29.5% | -14.6% | +7.8% |
| 6M | +13.1% | +12.4% | +0.7% | +8.8% |
| YTD | +35.3% | +31.2% | +4.1% | +25.5% |
| 1Y | +16.0% | +72.9% | -56.9% | +0.5% |
| 3Y | +179.6% | +53.0% | +126.6% | +133.9% |
| 5Y | +75.0% | +34.2% | +40.9% | +46.1% |
| 10Y | +644.1% | +497.6% | +146.5% | +357.4% |
| All | +644.1% | +486.0% | +158.1% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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