+75.0%
GRMN vs SM
+119.2%
-44.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -13.1% | +20.3% | -33.4% | -15.2% |
| 3M | +14.9% | +22.9% | -8.0% | +11.4% |
| 6M | +13.1% | +47.8% | -34.7% | +6.0% |
| YTD | +35.3% | +107.5% | -72.2% | +20.5% |
| 1Y | +16.0% | +51.7% | -35.7% | +7.6% |
| 3Y | +179.6% | -0.9% | +180.5% | +165.1% |
| 5Y | +75.0% | +112.2% | -37.2% | +58.7% |
| All | +75.0% | +119.2% | -44.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling