-18.1%
AMRZ vs GRMN
+48.0%
-66.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +0.2% | +6.3% | -6.1% | -1.8% |
| 30D | +16.2% | +7.6% | +8.6% | +13.4% |
| 3M | -8.9% | -7.5% | -1.5% | -7.0% |
| 6M | -20.1% | +21.2% | -41.3% | -26.5% |
| YTD | -21.3% | +44.0% | -65.3% | -31.4% |
| 1Y | -12.6% | +44.7% | -57.4% | -24.0% |
| All | -18.1% | +48.0% | -66.1% | -35.8% |
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