+100.1%
MO vs GRMN
+73.8%
+26.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | +5.8% | -12.1% | +17.9% | +6.5% |
| 3M | -4.5% | +18.0% | -22.5% | -5.6% |
| 6M | +5.7% | +13.7% | -8.0% | +4.6% |
| YTD | +23.1% | +35.3% | -12.2% | +20.1% |
| 1Y | +10.9% | +17.2% | -6.3% | +9.4% |
| 3Y | +96.1% | +179.6% | -83.5% | +68.1% |
| 5Y | +100.1% | +75.6% | +24.5% | +79.1% |
| All | +100.1% | +73.8% | +26.2% | +79.1% |
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