+144.5%
IBM vs GRMN
+628.0%
-483.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.8% |
| 7D | +3.6% | -1.4% | +5.0% | +4.0% |
| 30D | +1.5% | -13.1% | +14.6% | +6.1% |
| 3M | -12.9% | +14.9% | -27.9% | -17.2% |
| 6M | -3.9% | +13.1% | -17.0% | -8.4% |
| YTD | -17.3% | +35.3% | -52.6% | -25.8% |
| 1Y | -5.0% | +16.0% | -21.0% | -10.8% |
| 3Y | +78.2% | +179.6% | -101.4% | +15.0% |
| 5Y | +120.6% | +75.0% | +45.6% | +71.9% |
| 10Y | +144.5% | +644.1% | -499.7% | +8.2% |
| All | +144.5% | +628.0% | -483.5% | +8.2% |
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