+5,438.6%
GRMN vs SM
+213.4%
+5,225.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -3.3% |
| 7D | -0.1% | +10.6% | -10.7% | -1.3% |
| 30D | +3.5% | -15.0% | +18.5% | +5.1% |
| 3M | -7.3% | +1.7% | -9.0% | -8.2% |
| 6M | +21.8% | +5.9% | +15.9% | +19.4% |
| YTD | +42.8% | +79.0% | -36.2% | +30.2% |
| 1Y | +46.5% | +84.7% | -38.2% | +32.9% |
| 3Y | +158.3% | -3.5% | +161.7% | +148.8% |
| 5Y | +122.6% | +4.9% | +117.7% | +104.9% |
| 10Y | +638.0% | +17.7% | +620.3% | +412.2% |
| All | +5,438.6% | +213.4% | +5,225.2% | +2,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling