+994.9%
ALL vs GRMN
+6,655.2%
-5,660.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.7% |
| 30D | -1.5% | -8.4% | +6.9% | +0.5% |
| 3M | +23.6% | +15.0% | +8.6% | +18.8% |
| 6M | +22.3% | +11.2% | +11.1% | +18.2% |
| YTD | +26.5% | +37.7% | -11.2% | +15.5% |
| 1Y | +27.0% | +18.5% | +8.5% | +19.9% |
| 3Y | +149.6% | +175.8% | -26.2% | +85.9% |
| 5Y | +118.1% | +75.1% | +43.0% | +79.8% |
| 10Y | +369.0% | +637.0% | -268.1% | +172.0% |
| All | +994.9% | +6,655.2% | -5,660.4% | +320.0% |
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