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  • SIMO vs GRMN✓SelectedUSD · GRMNSIMO vs GRMN performance historyLatest closeAs of+6.17%09/08
Stock and ETF performance explorer

SIMO vs GRMN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+528.8%
GRMN return
+633.1%
Excess return
-104.4%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGRMNExcessAlpha
1D+6.2%-0.5%+6.7%+6.4%
7D+14.6%+0.2%+14.4%+14.5%
30D+6.2%-11.3%+17.5%+11.4%
3M+3.6%+17.7%-14.2%-4.5%
6M+130.8%+14.2%+116.6%+115.7%
YTD+195.8%+37.0%+158.7%+154.8%
1Y+225.0%+17.0%+208.0%+198.5%
3Y+452.3%+183.2%+269.1%+230.7%
5Y+303.6%+77.3%+226.3%+200.6%
10Y+528.8%+630.9%-102.1%+145.6%
All+528.8%+633.1%-104.4%+145.6%

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 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