+117.0%
GRMN vs M
-11.5%
+128.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.6% |
| 7D | +4.7% | -4.3% | +9.0% | +5.6% |
| 30D | +3.4% | +1.3% | +2.1% | +3.1% |
| 3M | -5.0% | -7.4% | +2.3% | -3.8% |
| 6M | +18.6% | +18.3% | +0.2% | +14.0% |
| YTD | +42.5% | +7.6% | +34.9% | +38.9% |
| 1Y | +42.3% | +17.4% | +24.9% | +36.2% |
| 3Y | +158.5% | +108.4% | +50.1% | +110.1% |
| All | +117.0% | -11.5% | +128.5% | +96.4% |
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