+292.6%
APP vs GRMN
+122.2%
+170.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.1% |
| 7D | +71.2% | +4.7% | +66.5% | +65.8% |
| 30D | +39.1% | +3.4% | +35.7% | +35.6% |
| 3M | +16.5% | -5.0% | +21.6% | +20.4% |
| 6M | -16.6% | +18.6% | -35.1% | -28.2% |
| YTD | -41.9% | +42.5% | -84.4% | -56.9% |
| 1Y | -37.0% | +42.3% | -79.4% | -53.2% |
| 3Y | +892.4% | +158.5% | +734.0% | +253.9% |
| All | +292.6% | +122.2% | +170.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling