+814.1%
GRMN vs Z
+25.1%
+789.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.4% |
| 30D | -8.4% | -4.2% | -4.3% | -8.0% |
| 3M | +15.0% | -3.7% | +18.7% | +15.2% |
| 6M | +11.2% | -24.5% | +35.7% | +15.5% |
| YTD | +37.7% | -49.3% | +87.0% | +52.2% |
| 1Y | +18.5% | -58.7% | +77.2% | +35.0% |
| 3Y | +175.8% | -34.1% | +209.9% | +185.1% |
| 5Y | +75.1% | -64.5% | +139.6% | +87.7% |
| 10Y | +637.0% | -0.5% | +637.5% | +522.5% |
| All | +814.1% | +25.1% | +789.0% | +624.1% |
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