+84.4%
GRMN vs NTRS
+93.2%
-8.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +3.8% |
| 7D | +2.4% | +1.4% | +1.1% | +1.9% |
| 30D | -8.5% | -0.7% | -7.8% | -8.2% |
| 3M | +19.5% | +11.3% | +8.1% | +13.7% |
| 6M | +21.2% | +35.5% | -14.3% | +5.7% |
| YTD | +41.0% | +40.6% | +0.5% | +20.7% |
| 1Y | +19.6% | +49.2% | -29.6% | -0.5% |
| 3Y | +183.8% | +167.2% | +16.6% | +81.9% |
| All | +84.4% | +93.2% | -8.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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