+658.0%
GRMN vs TAP
-47.8%
+705.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | +1.7% | -8.0% | +9.7% | +3.9% |
| 30D | +10.2% | +4.1% | +6.1% | +8.8% |
| 3M | -4.7% | -4.4% | -0.4% | -3.9% |
| 6M | +22.3% | -1.9% | +24.2% | +22.2% |
| YTD | +46.7% | -12.1% | +58.7% | +50.0% |
| 1Y | +49.6% | -12.0% | +61.7% | +52.9% |
| 3Y | +165.3% | -25.0% | +190.3% | +179.8% |
| 5Y | +130.3% | -1.1% | +131.4% | +120.0% |
| 10Y | +658.0% | -47.6% | +705.6% | +657.6% |
| All | +658.0% | -47.8% | +705.8% | +657.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling