+2,924.5%
MSFT vs GRMN
+6,655.2%
-3,730.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | -2.9% | +0.2% | -2.0% |
| 30D | +2.7% | -8.4% | +11.1% | +5.0% |
| 3M | +17.0% | +15.0% | +2.0% | +12.3% |
| 6M | +23.8% | +11.2% | +12.6% | +19.5% |
| YTD | +4.0% | +37.7% | -33.7% | -5.3% |
| 1Y | -0.8% | +18.5% | -19.3% | -6.5% |
| 3Y | +55.6% | +175.8% | -120.2% | +14.9% |
| 5Y | +72.9% | +75.1% | -2.2% | +42.3% |
| 10Y | +875.8% | +637.0% | +238.8% | +472.4% |
| All | +2,924.5% | +6,655.2% | -3,730.7% | +893.4% |
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