+16.0%
GRMN vs FIVE
+64.7%
-48.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.8% |
| 7D | -1.4% | +1.7% | -3.1% | -1.7% |
| 30D | -13.1% | +5.0% | -18.1% | -14.0% |
| 3M | +14.9% | +29.5% | -14.6% | +9.2% |
| 6M | +13.1% | +12.4% | +0.7% | +9.6% |
| YTD | +35.3% | +31.2% | +4.1% | +25.4% |
| 1Y | +16.0% | +72.9% | -56.9% | +1.1% |
| All | +16.0% | +64.7% | -48.8% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling