+116.8%
GRMN vs SPY
+72.1%
+44.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -0.9% | +2.6% | -3.5% | -3.3% |
| 30D | +1.2% | -2.0% | +3.2% | +3.0% |
| 3M | -8.9% | -2.8% | -6.1% | -6.5% |
| 6M | +23.0% | +2.1% | +20.9% | +19.9% |
| YTD | +41.2% | +11.5% | +29.7% | +26.3% |
| 1Y | +47.5% | +13.5% | +34.0% | +29.7% |
| 3Y | +155.8% | +77.7% | +78.1% | +46.5% |
| All | +116.8% | +72.1% | +44.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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