+5,214.8%
GRMN vs GAP
+55.9%
+5,159.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.2% | +1.7% | -1.5% | -0.2% |
| 30D | -11.3% | +9.3% | -20.7% | -13.4% |
| 3M | +17.7% | +6.1% | +11.6% | +15.6% |
| 6M | +14.2% | -2.3% | +16.4% | +13.5% |
| YTD | +37.0% | -10.6% | +47.6% | +38.3% |
| 1Y | +17.0% | -4.4% | +21.4% | +15.9% |
| 3Y | +183.2% | +118.3% | +64.9% | +117.3% |
| 5Y | +77.3% | +12.2% | +65.1% | +49.3% |
| 10Y | +630.9% | +33.7% | +597.2% | +398.8% |
| All | +5,214.8% | +55.9% | +5,159.0% | +2,756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling