+183.2%
GRMN vs SM
-2.8%
+186.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.0% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -11.3% | +31.5% | -42.8% | -15.0% |
| 3M | +17.7% | +17.3% | +0.4% | +14.3% |
| 6M | +14.2% | +48.5% | -34.4% | +5.1% |
| YTD | +37.0% | +106.3% | -69.2% | +17.7% |
| 1Y | +17.0% | +47.3% | -30.3% | +7.1% |
| 3Y | +183.2% | -1.4% | +184.6% | +161.3% |
| All | +183.2% | -2.8% | +186.0% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling