+226.8%
SOXX vs GRMN
+190.9%
+35.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.4% | +0.5% |
| 7D | +1.4% | +2.4% | -1.0% | +0.6% |
| 30D | -3.6% | -8.5% | +4.9% | -0.9% |
| 3M | -10.2% | +19.5% | -29.6% | -16.2% |
| 6M | +54.2% | +21.2% | +33.1% | +43.5% |
| YTD | +75.2% | +41.0% | +34.2% | +54.1% |
| 1Y | +107.5% | +19.6% | +87.9% | +92.3% |
| 3Y | +226.8% | +183.8% | +43.0% | +142.3% |
| All | +226.8% | +190.9% | +35.8% | +142.3% |
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