+1,101.6%
GRMN vs FIVE
+873.2%
+228.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +6.3% | +7.3% | -1.0% | +4.8% |
| 30D | +7.6% | +18.1% | -10.5% | +3.8% |
| 3M | -7.5% | +7.7% | -15.2% | -9.2% |
| 6M | +21.2% | +13.6% | +7.6% | +16.9% |
| YTD | +44.0% | +34.6% | +9.4% | +33.6% |
| 1Y | +44.7% | +66.2% | -21.5% | +28.2% |
| 3Y | +160.5% | +43.5% | +117.1% | +124.6% |
| 5Y | +124.6% | +20.7% | +104.0% | +94.8% |
| 10Y | +651.6% | +541.5% | +110.2% | +364.1% |
| All | +1,101.6% | +873.2% | +228.5% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling