+5,147.7%
GRMN vs NYT
+123.0%
+5,024.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | -12.1% | +4.5% | -16.6% | -13.2% |
| 3M | +18.0% | -8.5% | +26.5% | +20.5% |
| 6M | +13.7% | -15.1% | +28.8% | +18.3% |
| YTD | +35.3% | -3.3% | +38.6% | +35.5% |
| 1Y | +17.2% | +17.0% | +0.3% | +11.2% |
| 3Y | +179.6% | +55.7% | +124.0% | +141.6% |
| 5Y | +75.6% | +38.9% | +36.7% | +53.0% |
| 10Y | +644.2% | +485.3% | +158.9% | +308.2% |
| All | +5,147.7% | +123.0% | +5,024.8% | +3,065.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling