+669.0%
GRMN vs NYT
+489.9%
+179.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.8% | +4.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | -8.5% | +4.6% | -13.0% | -9.6% |
| 3M | +19.5% | -9.6% | +29.0% | +22.2% |
| 6M | +21.2% | -14.0% | +35.2% | +25.3% |
| YTD | +41.0% | -2.8% | +43.9% | +41.2% |
| 1Y | +19.6% | +15.6% | +4.0% | +14.3% |
| 3Y | +183.8% | +56.3% | +127.5% | +147.8% |
| 5Y | +83.0% | +39.5% | +43.5% | +60.3% |
| All | +669.0% | +489.9% | +179.1% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling