+837.5%
GRMN vs Z
+7.8%
+829.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.7% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +1.2% | +5.2% | -4.0% | +0.1% |
| 3M | -8.9% | -17.0% | +8.1% | -6.6% |
| 6M | +23.0% | -22.7% | +45.7% | +27.1% |
| YTD | +41.2% | -56.3% | +97.5% | +59.2% |
| 1Y | +47.5% | -57.7% | +105.1% | +66.9% |
| 3Y | +155.8% | -16.5% | +172.3% | +154.4% |
| 5Y | +120.2% | -53.4% | +173.6% | +129.7% |
| 10Y | +629.9% | -15.9% | +645.8% | +531.5% |
| All | +837.5% | +7.8% | +829.7% | +657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling