+43.3%
GSK vs GRMN
+126.9%
-83.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.4% |
| 7D | -1.1% | +1.7% | -2.7% | -1.2% |
| 30D | +7.8% | +10.2% | -2.3% | +7.1% |
| 3M | +0.3% | -4.7% | +5.0% | +0.5% |
| 6M | +3.4% | +22.3% | -18.8% | +1.8% |
| YTD | +5.9% | +46.7% | -40.8% | +3.0% |
| 1Y | +8.2% | +49.6% | -41.4% | +5.1% |
| 3Y | +65.3% | +165.3% | -100.0% | +47.1% |
| 5Y | +43.3% | +130.3% | -87.0% | +29.6% |
| All | +43.3% | +126.9% | -83.6% | +29.6% |
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