+1,527.5%
META vs GRMN
+889.0%
+638.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -2.9% | +9.6% | +7.9% |
| 30D | +4.8% | -8.4% | +13.2% | +8.4% |
| 3M | -1.6% | +15.0% | -16.6% | -7.8% |
| 6M | -7.5% | +11.2% | -18.7% | -12.3% |
| YTD | -6.4% | +37.7% | -44.1% | -18.9% |
| 1Y | -17.3% | +18.5% | -35.8% | -24.4% |
| 3Y | +109.9% | +175.8% | -65.9% | +29.8% |
| 5Y | +65.4% | +75.1% | -9.7% | +19.9% |
| 10Y | +391.8% | +637.0% | -245.2% | +130.2% |
| All | +1,527.5% | +889.0% | +638.5% | +606.5% |
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 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