+171.8%
GRMN vs TLN
+589.3%
-417.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | -1.4% | +5.8% | -7.2% | -2.0% |
| 30D | -13.1% | -6.9% | -6.2% | -12.5% |
| 3M | +14.9% | -10.9% | +25.8% | +15.7% |
| 6M | +13.1% | -4.6% | +17.7% | +12.6% |
| YTD | +35.3% | -14.7% | +50.0% | +35.7% |
| 1Y | +16.0% | -17.9% | +33.9% | +16.6% |
| 3Y | +179.6% | +483.9% | -304.3% | +157.3% |
| All | +171.8% | +589.3% | -417.6% | +155.2% |
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