+5,147.3%
GRMN vs WY
+207.6%
+4,939.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -1.4% | -1.7% | +0.3% | -0.7% |
| 30D | -13.1% | -9.9% | -3.2% | -9.1% |
| 3M | +14.9% | -7.5% | +22.5% | +18.3% |
| 6M | +13.1% | -5.1% | +18.3% | +14.9% |
| YTD | +35.3% | -2.1% | +37.4% | +34.6% |
| 1Y | +16.0% | -7.3% | +23.3% | +18.1% |
| 3Y | +179.6% | -22.6% | +202.2% | +204.3% |
| 5Y | +75.0% | -19.8% | +94.8% | +85.4% |
| 10Y | +644.1% | +9.6% | +634.6% | +518.2% |
| All | +5,147.3% | +207.6% | +4,939.7% | +2,225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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