+189.3%
TECH vs GRMN
+628.7%
-439.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | +0.5% | +1.2% | -0.7% | -0.5% |
| 3M | +1.1% | -8.9% | +10.0% | +5.0% |
| 6M | +62.8% | +23.0% | +39.8% | +43.7% |
| YTD | +24.5% | +41.2% | -16.8% | +1.0% |
| 1Y | +20.6% | +47.5% | -26.8% | -4.4% |
| 3Y | +29.5% | +155.8% | -126.3% | -25.2% |
| 5Y | -40.9% | +120.2% | -161.1% | -64.3% |
| All | +189.3% | +628.7% | -439.4% | +17.1% |
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