+1,909.7%
GRMN vs MKTX
+1,445.1%
+464.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -13.1% | +1.0% | -14.0% | -13.3% |
| 3M | +14.9% | +40.8% | -25.9% | +5.4% |
| 6M | +13.1% | -10.9% | +24.0% | +14.8% |
| YTD | +35.3% | -8.6% | +43.9% | +36.3% |
| 1Y | +16.0% | -11.6% | +27.6% | +17.6% |
| 3Y | +179.6% | -24.5% | +204.1% | +185.7% |
| 5Y | +75.0% | -60.7% | +135.7% | +104.0% |
| 10Y | +644.1% | +5.1% | +639.0% | +560.9% |
| All | +1,909.7% | +1,445.1% | +464.7% | +665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling