GARP
GARP on XETRA stocks from 2000 to 2025. 9.52% CAGR vs the DAX's 5.12%. 4.40% annual excess, 65% down capture, Sharpe 2.5x the index. Germany is one of the few markets where GARP generates real alpha vs its local benchmark.
GARP
We tested Peter Lynch's GARP strategy on NSE stocks from 2000 to 2025. Against the Sensex benchmark, the excess is 0.63% per year. Against SPY, the apparent 3.73% excess reflects India's growth premium, not GARP alpha. 11.75% CAGR with higher risk than the index.
GARP
We ran the Growth at a Reasonable Price strategy on all US stocks from 2000 to 2025. 7.42% CAGR vs 8.02% for the S&P 500. The screen was fully invested every quarter. It still lost.
GARP
We ran the GARP strategy on 17 stock exchanges from 2000 to 2025. Against local benchmarks, Germany (+4.40% vs DAX) and Hong Kong (+4.36% vs Hang Seng) clearly outperform. India barely beats the Sensex (+0.63%). Here's the full comparison.