+97.6%
META vs GRMN
+122.1%
-24.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +3.3% | +6.3% | -3.1% | +0.4% |
| 30D | -10.8% | +7.6% | -18.3% | -13.9% |
| 3M | +7.9% | -7.5% | +15.4% | +11.4% |
| 6M | +5.4% | +21.2% | -15.8% | -5.4% |
| YTD | -2.6% | +44.0% | -46.6% | -20.2% |
| 1Y | +1.9% | +44.7% | -42.9% | -16.9% |
| 3Y | +97.0% | +160.5% | -63.6% | -2.0% |
| 5Y | +97.6% | +124.6% | -27.0% | +8.9% |
| All | +97.6% | +122.1% | -24.5% | +8.9% |
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