+130.3%
GRMN vs TAP
+1.8%
+128.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | +1.7% | -8.0% | +9.7% | +3.6% |
| 30D | +10.2% | +4.1% | +6.1% | +9.1% |
| 3M | -4.7% | -4.4% | -0.4% | -4.0% |
| 6M | +22.3% | -1.9% | +24.2% | +22.4% |
| YTD | +46.7% | -12.1% | +58.7% | +49.5% |
| 1Y | +49.6% | -12.0% | +61.7% | +52.4% |
| 3Y | +165.3% | -25.0% | +190.3% | +177.9% |
| 5Y | +130.3% | -1.1% | +131.4% | +114.2% |
| All | +130.3% | +1.8% | +128.5% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling