+425.7%
META vs GRMN
+693.0%
-267.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.1% |
| 7D | +5.7% | +6.4% | -0.7% | +2.7% |
| 30D | -10.8% | +8.7% | -19.5% | -14.3% |
| 3M | +8.4% | -5.8% | +14.2% | +11.0% |
| 6M | +5.4% | +22.5% | -17.2% | -5.9% |
| YTD | -2.6% | +45.6% | -48.2% | -20.4% |
| 1Y | +3.5% | +47.5% | -43.9% | -16.1% |
| 3Y | +102.0% | +166.2% | -64.2% | +11.6% |
| 5Y | +93.1% | +124.1% | -31.0% | +14.4% |
| 10Y | +425.7% | +668.0% | -242.4% | +100.5% |
| All | +425.7% | +693.0% | -267.3% | +100.5% |
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