+77.3%
GRMN vs M
+24.8%
+52.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +0.2% | +2.4% | -2.2% | -0.3% |
| 30D | -11.3% | -11.6% | +0.3% | -9.3% |
| 3M | +17.7% | +1.6% | +16.1% | +16.9% |
| 6M | +14.2% | +25.2% | -11.1% | +8.8% |
| YTD | +37.0% | +3.8% | +33.3% | +34.8% |
| 1Y | +17.0% | +36.3% | -19.4% | +9.1% |
| 3Y | +183.2% | +116.3% | +66.9% | +130.6% |
| 5Y | +77.3% | +28.2% | +49.1% | +57.0% |
| All | +77.3% | +24.8% | +52.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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