+666.0%
GRMN vs GAP
+31.2%
+634.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +1.0% | +3.3% |
| 7D | +2.0% | -4.1% | +6.1% | +2.8% |
| 30D | -8.8% | +6.2% | -15.0% | -10.1% |
| 3M | +19.0% | -0.7% | +19.7% | +18.7% |
| 6M | +20.7% | -7.1% | +27.8% | +21.3% |
| YTD | +40.5% | -14.1% | +54.6% | +42.7% |
| 1Y | +19.1% | -8.5% | +27.6% | +19.2% |
| 3Y | +182.7% | +115.4% | +67.3% | +129.2% |
| 5Y | +82.3% | +9.8% | +72.5% | +59.0% |
| All | +666.0% | +31.2% | +634.8% | +459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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