+48.2%
GSK vs GRMN
+73.8%
-25.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -5.4% | -1.8% | -3.6% | -5.3% |
| 30D | -4.6% | -12.1% | +7.5% | -3.9% |
| 3M | -5.1% | +18.0% | -23.1% | -6.2% |
| 6M | -11.4% | +13.7% | -25.1% | -12.3% |
| YTD | +0.7% | +35.3% | -34.6% | -1.3% |
| 1Y | +23.0% | +17.2% | +5.8% | +21.2% |
| 3Y | +48.0% | +179.6% | -131.7% | +32.2% |
| 5Y | +48.2% | +75.6% | -27.3% | +31.6% |
| All | +48.2% | +73.8% | -25.6% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling