+637.6%
GRMN vs GPC
+87.0%
+550.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.8% | -1.8% | 0.0% | -1.1% |
| 30D | -12.1% | +0.1% | -12.2% | -12.2% |
| 3M | +18.0% | +37.4% | -19.4% | +2.9% |
| 6M | +13.7% | +25.4% | -11.7% | +2.7% |
| YTD | +35.3% | +12.2% | +23.1% | +26.2% |
| 1Y | +17.2% | -0.3% | +17.6% | +15.0% |
| 3Y | +179.6% | -1.6% | +181.2% | +166.6% |
| 5Y | +75.6% | +31.0% | +44.6% | +46.0% |
| All | +637.6% | +87.0% | +550.6% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling