+5,377.6%
GRMN vs TAP
+91.2%
+5,286.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -2.1% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +1.2% | +5.7% | -4.5% | -0.7% |
| 3M | -8.9% | -1.9% | -7.0% | -8.8% |
| 6M | +23.0% | +0.9% | +22.1% | +21.8% |
| YTD | +41.2% | -9.5% | +50.7% | +43.5% |
| 1Y | +47.5% | -9.0% | +56.5% | +49.5% |
| 3Y | +155.8% | -22.2% | +178.0% | +168.2% |
| 5Y | +120.2% | +1.2% | +119.0% | +108.5% |
| 10Y | +629.9% | -46.1% | +676.0% | +693.8% |
| All | +5,377.6% | +91.2% | +5,286.5% | +3,744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling