+18.5%
GRMN vs Z
-58.8%
+77.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.3% |
| 30D | -8.4% | -4.2% | -4.3% | -7.9% |
| 3M | +15.0% | -3.7% | +18.7% | +15.4% |
| 6M | +11.2% | -24.5% | +35.7% | +16.3% |
| YTD | +37.7% | -49.3% | +87.0% | +56.7% |
| 1Y | +18.5% | -58.7% | +77.2% | +38.3% |
| All | +18.5% | -58.8% | +77.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling