+19.6%
GRMN vs Z
-62.2%
+81.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.5% |
| 7D | +2.4% | -6.0% | +8.5% | +3.5% |
| 30D | -8.5% | -2.3% | -6.2% | -8.3% |
| 3M | +19.5% | -0.6% | +20.1% | +19.0% |
| 6M | +21.2% | -27.6% | +48.8% | +27.6% |
| YTD | +41.0% | -52.4% | +93.4% | +62.1% |
| 1Y | +19.6% | -63.6% | +83.2% | +39.4% |
| All | +19.6% | -62.2% | +81.8% | +39.4% |
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