+203.4%
TGT vs GRMN
+646.1%
-442.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | -1.8% | -3.3% | -4.4% |
| 30D | +3.0% | -12.1% | +15.1% | +8.3% |
| 3M | +22.6% | +18.0% | +4.6% | +13.8% |
| 6M | +31.2% | +13.7% | +17.5% | +22.9% |
| YTD | +63.7% | +35.3% | +28.4% | +41.7% |
| 1Y | +78.5% | +17.2% | +61.2% | +63.5% |
| 3Y | +40.5% | +179.6% | -139.1% | -15.7% |
| 5Y | -25.6% | +75.6% | -101.1% | -46.7% |
| All | +203.4% | +646.1% | -442.7% | +25.3% |
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 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