+189.3%
GRMN vs TLN
+678.8%
-489.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +6.3% | +1.1% | +5.3% | +6.1% |
| 30D | +7.6% | -4.6% | +12.2% | +7.8% |
| 3M | -7.5% | +5.2% | -12.7% | -8.3% |
| 6M | +21.2% | -6.5% | +27.7% | +20.9% |
| YTD | +44.0% | -3.6% | +47.7% | +42.2% |
| 1Y | +44.7% | -8.2% | +53.0% | +43.5% |
| 3Y | +160.5% | +559.7% | -399.2% | +135.8% |
| All | +189.3% | +678.8% | -489.5% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling