+396.9%
IBM vs GRMN
+6,655.2%
-6,258.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | +0.3% | -8.4% | +8.7% | +2.1% |
| 3M | -21.6% | +15.0% | -36.6% | -24.1% |
| 6M | -4.7% | +11.2% | -15.9% | -7.3% |
| YTD | -19.1% | +37.7% | -56.8% | -24.9% |
| 1Y | -2.5% | +18.5% | -21.0% | -6.7% |
| 3Y | +74.2% | +175.8% | -101.7% | +35.8% |
| 5Y | +113.1% | +75.1% | +38.0% | +81.2% |
| 10Y | +133.5% | +637.0% | -503.5% | +47.9% |
| All | +396.9% | +6,655.2% | -6,258.3% | +87.7% |
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 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