+878.4%
MSFT vs GRMN
+677.8%
+200.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -1.0% |
| 7D | -0.8% | +2.4% | -3.2% | -1.8% |
| 30D | +0.8% | -8.5% | +9.3% | +4.3% |
| 3M | +27.2% | +19.5% | +7.7% | +17.4% |
| 6M | +22.9% | +21.2% | +1.7% | +12.1% |
| YTD | +3.1% | +41.0% | -37.9% | -12.3% |
| 1Y | -0.3% | +19.6% | -19.8% | -9.7% |
| 3Y | +50.1% | +183.8% | -133.7% | -16.9% |
| 5Y | +74.6% | +83.0% | -8.4% | +19.2% |
| All | +878.4% | +677.8% | +200.6% | +240.8% |
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