+75.0%
GRMN vs Z
-65.8%
+140.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.4% | -7.1% | +5.7% | 0.0% |
| 30D | -13.1% | -4.8% | -8.3% | -12.5% |
| 3M | +14.9% | -9.3% | +24.3% | +16.5% |
| 6M | +13.1% | -29.0% | +42.1% | +19.7% |
| YTD | +35.3% | -52.9% | +88.2% | +54.5% |
| 1Y | +16.0% | -63.1% | +79.1% | +38.6% |
| 3Y | +179.6% | -36.9% | +216.5% | +194.3% |
| 5Y | +75.0% | -65.5% | +140.5% | +73.9% |
| All | +75.0% | -65.8% | +140.8% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling