+284.4%
ZBH vs GRMN
+4,903.1%
-4,618.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.8% | -2.9% | 0.0% | -2.3% |
| 30D | -0.1% | -8.4% | +8.3% | +1.6% |
| 3M | +13.4% | +15.0% | -1.6% | +9.9% |
| 6M | +3.0% | +11.2% | -8.2% | +0.3% |
| YTD | +9.7% | +37.7% | -28.0% | +2.1% |
| 1Y | -5.4% | +18.5% | -23.9% | -9.4% |
| 3Y | -15.6% | +175.8% | -191.4% | -33.1% |
| 5Y | -28.1% | +75.1% | -103.2% | -38.3% |
| 10Y | -15.2% | +637.0% | -652.3% | -43.9% |
| All | +284.4% | +4,903.1% | -4,618.7% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling