+105.2%
GSK vs GRMN
+628.7%
-523.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +6.3% | +1.2% | +5.2% | +6.1% |
| 3M | +1.8% | -8.9% | +10.7% | +3.2% |
| 6M | +1.7% | +23.0% | -21.3% | -2.2% |
| YTD | +6.5% | +41.2% | -34.7% | -0.1% |
| 1Y | +9.5% | +47.5% | -38.0% | +1.9% |
| 3Y | +65.3% | +155.8% | -90.4% | +31.1% |
| 5Y | +43.7% | +120.2% | -76.4% | +17.4% |
| All | +105.2% | +628.7% | -523.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling