+81.9%
META vs GRMN
+122.2%
-40.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -0.8% | +4.7% | -5.5% | -2.9% |
| 30D | -15.4% | +3.4% | -18.8% | -17.0% |
| 3M | +3.5% | -5.0% | +8.5% | +5.6% |
| 6M | -0.3% | +18.6% | -18.9% | -9.6% |
| YTD | -7.3% | +42.5% | -49.8% | -23.8% |
| 1Y | -1.1% | +42.3% | -43.4% | -18.7% |
| 3Y | +95.1% | +158.5% | -63.4% | -2.9% |
| All | +81.9% | +122.2% | -40.3% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling