+51.2%
MSFT vs GRMN
+182.7%
-131.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -1.0% | -11.3% | +10.3% | +1.1% |
| 3M | +20.2% | +17.7% | +2.5% | +16.3% |
| 6M | +21.3% | +14.2% | +7.1% | +17.9% |
| YTD | +2.8% | +37.0% | -34.2% | -3.9% |
| 1Y | 0.0% | +17.0% | -17.0% | -3.8% |
| 3Y | +51.2% | +183.2% | -132.0% | +17.2% |
| All | +51.2% | +182.7% | -131.4% | +17.2% |
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