+155.8%
GRMN vs FIVE
+40.0%
+115.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.9% | +2.7% | -3.5% | -1.4% |
| 30D | +1.2% | +12.7% | -11.5% | -1.1% |
| 3M | -8.9% | +2.1% | -11.0% | -9.5% |
| 6M | +23.0% | +17.5% | +5.5% | +18.2% |
| YTD | +41.2% | +31.0% | +10.3% | +32.5% |
| 1Y | +47.5% | +67.7% | -20.2% | +31.7% |
| 3Y | +155.8% | +43.4% | +112.4% | +100.2% |
| All | +155.8% | +40.0% | +115.8% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling