+37.8%
AR vs GRMN
+158.2%
-120.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -14.3% | +4.7% | -19.0% | -15.1% |
| 30D | +1.4% | +3.4% | -2.0% | +0.6% |
| 3M | +3.4% | -5.0% | +8.4% | +4.2% |
| 6M | -2.1% | +18.6% | -20.6% | -6.3% |
| YTD | +4.7% | +42.5% | -37.8% | -5.9% |
| 1Y | +10.6% | +42.3% | -31.7% | -0.7% |
| All | +37.8% | +158.2% | -120.5% | -7.4% |
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