+45.4%
MSFT vs GRMN
+165.7%
-120.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | -6.2% | +1.7% | -7.9% | -6.5% |
| 30D | -3.7% | +10.2% | -13.9% | -5.4% |
| 3M | +3.6% | -4.7% | +8.3% | +4.3% |
| 6M | +26.8% | +22.3% | +4.5% | +21.9% |
| YTD | +8.4% | +46.7% | -38.2% | +0.3% |
| 1Y | +3.3% | +49.6% | -46.4% | -4.9% |
| All | +45.4% | +165.7% | -120.2% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling