+1,114.7%
GRMN vs FIVE
+874.1%
+240.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.0% |
| 7D | +6.4% | +6.2% | +0.2% | +5.0% |
| 30D | +8.7% | +18.2% | -9.4% | +5.0% |
| 3M | -5.8% | +3.8% | -9.6% | -6.8% |
| 6M | +22.5% | +13.7% | +8.8% | +18.1% |
| YTD | +45.6% | +34.7% | +10.9% | +35.0% |
| 1Y | +47.5% | +66.6% | -19.2% | +30.6% |
| 3Y | +166.2% | +44.3% | +122.0% | +129.3% |
| 5Y | +124.1% | +18.8% | +105.3% | +94.9% |
| 10Y | +668.0% | +569.2% | +98.8% | +371.2% |
| All | +1,114.7% | +874.1% | +240.6% | +615.1% |
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 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