+26.0%
TECH vs GRMN
+160.2%
-134.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.2% | +4.7% | -4.6% | -1.9% |
| 30D | +0.3% | +3.4% | -3.1% | -1.5% |
| 3M | +1.3% | -5.0% | +6.4% | +3.1% |
| 6M | +54.0% | +18.6% | +35.4% | +39.4% |
| YTD | +24.3% | +42.5% | -18.2% | +0.7% |
| 1Y | +25.8% | +42.3% | -16.5% | +1.8% |
| 3Y | +26.0% | +158.5% | -132.5% | -36.3% |
| All | +26.0% | +160.2% | -134.3% | -36.3% |
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