+873.6%
GRMN vs Z
+6.6%
+867.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | +1.7% | -13.1% | +14.7% | +3.9% |
| 30D | +10.2% | +5.9% | +4.3% | +8.9% |
| 3M | -4.7% | -13.7% | +9.0% | -3.0% |
| 6M | +22.3% | -27.1% | +49.4% | +27.6% |
| YTD | +46.7% | -56.8% | +103.5% | +65.6% |
| 1Y | +49.6% | -60.2% | +109.9% | +71.1% |
| 3Y | +165.3% | -19.7% | +185.0% | +165.5% |
| 5Y | +130.3% | -53.7% | +184.0% | +140.6% |
| 10Y | +658.0% | -16.9% | +674.9% | +557.1% |
| All | +873.6% | +6.6% | +867.0% | +688.1% |
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