+84.4%
GRMN vs TDY
+39.0%
+45.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.6% |
| 7D | +2.4% | -1.1% | +3.6% | +3.1% |
| 30D | -8.5% | -12.0% | +3.6% | -2.0% |
| 3M | +19.5% | -3.2% | +22.7% | +20.8% |
| 6M | +21.2% | -7.9% | +29.1% | +25.7% |
| YTD | +41.0% | +18.2% | +22.8% | +26.6% |
| 1Y | +19.6% | +6.7% | +12.9% | +13.6% |
| 3Y | +183.8% | +47.5% | +136.2% | +122.7% |
| All | +84.4% | +39.0% | +45.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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