+5,240.8%
GRMN vs M
+164.6%
+5,076.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.6% |
| 7D | -2.9% | +4.7% | -7.6% | -3.9% |
| 30D | -8.4% | -9.6% | +1.2% | -6.4% |
| 3M | +15.0% | +0.9% | +14.2% | +14.2% |
| 6M | +11.2% | +22.3% | -11.1% | +5.5% |
| YTD | +37.7% | +6.5% | +31.2% | +34.2% |
| 1Y | +18.5% | +38.8% | -20.3% | +8.3% |
| 3Y | +175.8% | +115.9% | +59.9% | +116.2% |
| 5Y | +75.1% | +28.6% | +46.5% | +44.4% |
| 10Y | +637.0% | -2.5% | +639.6% | +435.8% |
| All | +5,240.8% | +164.6% | +5,076.3% | +2,256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling