+176.6%
GRMN vs TLN
+583.6%
-407.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.4% |
| 7D | -2.9% | +7.1% | -9.9% | -3.5% |
| 30D | -8.4% | -3.9% | -4.5% | -8.1% |
| 3M | +15.0% | -16.2% | +31.2% | +16.5% |
| 6M | +11.2% | -5.8% | +17.0% | +10.8% |
| YTD | +37.7% | -15.4% | +53.1% | +38.2% |
| 1Y | +18.5% | -16.7% | +35.2% | +18.9% |
| 3Y | +175.8% | +473.8% | -298.0% | +153.9% |
| All | +176.6% | +583.6% | -407.0% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling