-48.5%
TE vs GRMN
+73.8%
-122.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -1.8% | +2.7% | +1.8% |
| 30D | -16.3% | -12.1% | -4.2% | -10.6% |
| 3M | -40.8% | +18.0% | -58.7% | -47.2% |
| 6M | -42.6% | +13.7% | -56.3% | -47.5% |
| YTD | -31.4% | +35.3% | -66.7% | -43.6% |
| 1Y | +144.9% | +17.2% | +127.7% | +117.4% |
| 3Y | -26.0% | +179.6% | -205.6% | -64.7% |
| 5Y | -48.5% | +75.6% | -124.0% | -74.3% |
| All | -48.5% | +73.8% | -122.3% | -74.3% |
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 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