+171.8%
GRMN vs TLN
+571.8%
-400.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.3% |
| 7D | -1.8% | +2.0% | -3.8% | -2.0% |
| 30D | -12.1% | -12.9% | +0.9% | -10.9% |
| 3M | +18.0% | -7.4% | +25.4% | +18.2% |
| 6M | +13.7% | -6.0% | +19.8% | +13.4% |
| YTD | +35.3% | -16.9% | +52.2% | +36.1% |
| 1Y | +17.2% | -22.6% | +39.9% | +18.6% |
| 3Y | +179.6% | +469.0% | -289.4% | +158.0% |
| All | +171.8% | +571.8% | -400.0% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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