+46.5%
GRMN vs SM
+78.0%
-31.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -2.4% |
| 7D | -0.1% | +10.6% | -10.7% | +0.3% |
| 30D | +3.5% | -15.0% | +18.5% | +3.2% |
| 3M | -7.3% | +1.7% | -9.0% | -7.9% |
| 6M | +21.8% | +5.9% | +15.9% | +20.7% |
| YTD | +42.8% | +79.0% | -36.2% | +31.6% |
| 1Y | +46.5% | +84.7% | -38.2% | +34.3% |
| All | +46.5% | +78.0% | -31.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling