+75.0%
GRMN vs GAP
+6.6%
+68.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.8% |
| 30D | -13.1% | -0.7% | -12.4% | -13.2% |
| 3M | +14.9% | -0.5% | +15.4% | +14.6% |
| 6M | +13.1% | -5.0% | +18.1% | +13.2% |
| YTD | +35.3% | -14.7% | +50.0% | +37.5% |
| 1Y | +16.0% | -8.6% | +24.6% | +16.1% |
| 3Y | +179.6% | +108.4% | +71.2% | +127.9% |
| 5Y | +75.0% | +5.8% | +69.2% | +43.2% |
| All | +75.0% | +6.6% | +68.4% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling