+147.3%
IBM vs GRMN
+628.7%
-481.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +9.2% | +1.2% | +8.0% | +8.6% |
| 3M | +4.9% | -8.9% | +13.8% | +7.7% |
| 6M | +16.8% | +23.0% | -6.2% | +8.3% |
| YTD | -14.3% | +41.2% | -55.5% | -24.4% |
| 1Y | -16.7% | +47.5% | -64.2% | -27.6% |
| 3Y | +82.2% | +155.8% | -73.5% | +22.1% |
| 5Y | +149.9% | +120.2% | +29.8% | +75.8% |
| All | +147.3% | +628.7% | -481.5% | +10.7% |
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