+5,240.8%
GRMN vs SM
+248.5%
+4,992.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -8.4% | +26.3% | -34.7% | -11.1% |
| 3M | +15.0% | +8.7% | +6.3% | +13.3% |
| 6M | +11.2% | +51.7% | -40.5% | +4.4% |
| YTD | +37.7% | +99.0% | -61.3% | +24.8% |
| 1Y | +18.5% | +34.6% | -16.1% | +12.3% |
| 3Y | +175.8% | -7.8% | +183.6% | +168.3% |
| 5Y | +75.1% | +104.8% | -29.7% | +48.9% |
| 10Y | +637.0% | +7.2% | +629.8% | +423.5% |
| All | +5,240.8% | +248.5% | +4,992.3% | +2,060.4% |
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