+5,486.6%
GRMN vs M
+190.3%
+5,296.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +6.3% | +5.0% | +1.3% | +5.1% |
| 30D | +7.6% | +10.6% | -3.1% | +5.0% |
| 3M | -7.5% | +1.6% | -9.1% | -8.1% |
| 6M | +21.2% | +30.8% | -9.6% | +13.1% |
| YTD | +44.0% | +16.9% | +27.1% | +37.2% |
| 1Y | +44.7% | +26.3% | +18.5% | +35.2% |
| 3Y | +160.5% | +158.6% | +1.9% | +96.3% |
| 5Y | +124.6% | +2.1% | +122.5% | +97.1% |
| 10Y | +651.6% | -4.3% | +656.0% | +453.1% |
| All | +5,486.6% | +190.3% | +5,296.3% | +2,307.9% |
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