+183.2%
GRMN vs TLN
+494.5%
-311.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.8% |
| 7D | +0.2% | +10.9% | -10.7% | -0.9% |
| 30D | -11.3% | -6.3% | -5.0% | -10.8% |
| 3M | +17.7% | -10.7% | +28.4% | +18.5% |
| 6M | +14.2% | +1.6% | +12.5% | +12.9% |
| YTD | +37.0% | -13.1% | +50.1% | +37.2% |
| 1Y | +17.0% | -15.1% | +32.0% | +17.2% |
| 3Y | +183.2% | +495.0% | -311.8% | +156.3% |
| All | +183.2% | +494.5% | -311.3% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling