+5,240.8%
GRMN vs TXT
+336.6%
+4,904.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.9% | -4.8% | +1.9% | -1.3% |
| 30D | -8.4% | -10.6% | +2.2% | -5.1% |
| 3M | +15.0% | -13.2% | +28.2% | +19.6% |
| 6M | +11.2% | -20.3% | +31.6% | +18.7% |
| YTD | +37.7% | -9.3% | +47.0% | +40.7% |
| 1Y | +18.5% | -2.7% | +21.2% | +18.2% |
| 3Y | +175.8% | +1.4% | +174.4% | +169.5% |
| 5Y | +75.1% | +9.6% | +65.5% | +65.5% |
| 10Y | +637.0% | +94.9% | +542.1% | +445.5% |
| All | +5,240.8% | +336.6% | +4,904.2% | +2,532.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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