+201.7%
GSK vs GRMN
+7,095.1%
-6,893.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.5% |
| 7D | -1.1% | +1.7% | -2.7% | -1.3% |
| 30D | +7.8% | +10.2% | -2.3% | +6.4% |
| 3M | +0.3% | -4.7% | +5.0% | +0.9% |
| 6M | +3.4% | +22.3% | -18.8% | +0.3% |
| YTD | +5.9% | +46.7% | -40.8% | 0.0% |
| 1Y | +8.2% | +49.6% | -41.4% | +1.8% |
| 3Y | +65.3% | +165.3% | -100.0% | +40.5% |
| 5Y | +43.3% | +130.3% | -87.0% | +23.1% |
| 10Y | +102.9% | +658.0% | -555.1% | +46.4% |
| All | +201.7% | +7,095.1% | -6,893.3% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling