+107.5%
SOXX vs GRMN
+21.5%
+86.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.4% | +0.8% |
| 7D | +1.4% | +2.4% | -1.0% | +0.8% |
| 30D | -3.6% | -8.5% | +4.9% | -1.5% |
| 3M | -10.2% | +19.5% | -29.6% | -15.6% |
| 6M | +54.2% | +21.2% | +33.1% | +44.3% |
| YTD | +75.2% | +41.0% | +34.2% | +54.5% |
| 1Y | +107.5% | +19.6% | +87.9% | +90.4% |
| All | +107.5% | +21.5% | +86.0% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling