+91.4%
ORCL vs GRMN
+75.1%
+16.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | -2.9% | +8.1% | +6.4% |
| 30D | +10.0% | -8.4% | +18.4% | +13.5% |
| 3M | -32.6% | +15.0% | -47.6% | -36.1% |
| 6M | +4.9% | +11.2% | -6.3% | +0.3% |
| YTD | -17.8% | +37.7% | -55.5% | -27.6% |
| 1Y | -28.0% | +18.5% | -46.5% | -33.3% |
| 3Y | +36.0% | +175.8% | -139.8% | -13.5% |
| All | +91.4% | +75.1% | +16.3% | +35.2% |
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 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