+669.0%
GRMN vs TAP
-49.9%
+718.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.9% |
| 7D | +2.4% | -3.9% | +6.3% | +3.5% |
| 30D | -8.5% | -5.3% | -3.2% | -7.2% |
| 3M | +19.5% | -3.8% | +23.2% | +20.4% |
| 6M | +21.2% | -11.4% | +32.6% | +24.6% |
| YTD | +41.0% | -13.7% | +54.8% | +45.4% |
| 1Y | +19.6% | -17.2% | +36.8% | +24.5% |
| 3Y | +183.8% | -33.1% | +216.9% | +209.8% |
| 5Y | +83.0% | +0.8% | +82.2% | +73.8% |
| All | +669.0% | -49.9% | +718.9% | +691.5% |
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