+189.2%
TECH vs GRMN
+637.4%
-448.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +0.1% | -11.3% | +11.5% | +6.0% |
| 3M | +37.5% | +17.7% | +19.8% | +24.9% |
| 6M | +34.6% | +14.2% | +20.4% | +23.5% |
| YTD | +23.5% | +37.0% | -13.5% | +2.4% |
| 1Y | +34.4% | +17.0% | +17.4% | +20.7% |
| 3Y | +2.3% | +183.2% | -180.9% | -43.8% |
| 5Y | -41.7% | +77.3% | -119.0% | -61.0% |
| All | +189.2% | +637.4% | -448.2% | +12.7% |
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