+183.8%
GRMN vs MKTX
-25.3%
+209.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -8.5% | +0.7% | -9.2% | -8.5% |
| 3M | +19.5% | +40.8% | -21.3% | +14.9% |
| 6M | +21.2% | -8.0% | +29.2% | +21.4% |
| YTD | +41.0% | -8.7% | +49.8% | +41.3% |
| 1Y | +19.6% | -11.8% | +31.4% | +20.0% |
| 3Y | +183.8% | -24.0% | +207.8% | +178.3% |
| All | +183.8% | -25.3% | +209.1% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling