+183.2%
GRMN vs TAP
-31.5%
+214.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | -11.3% | -9.4% | -1.9% | -9.6% |
| 3M | +17.7% | -0.8% | +18.5% | +17.8% |
| 6M | +14.2% | -14.7% | +28.9% | +17.7% |
| YTD | +37.0% | -13.9% | +51.0% | +40.0% |
| 1Y | +17.0% | -18.6% | +35.6% | +21.0% |
| 3Y | +183.2% | -32.0% | +215.2% | +196.6% |
| All | +183.2% | -31.5% | +214.7% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling