+144.3%
AR vs GRMN
+76.7%
+67.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | +12.6% | -11.3% | +23.9% | +16.5% |
| 3M | +10.0% | +17.7% | -7.7% | +4.0% |
| 6M | +0.6% | +14.2% | -13.5% | -4.6% |
| YTD | +13.4% | +37.0% | -23.6% | +0.1% |
| 1Y | +21.7% | +17.0% | +4.7% | +13.5% |
| 3Y | +45.8% | +183.2% | -137.4% | -9.4% |
| 5Y | +144.3% | +77.3% | +67.0% | +70.5% |
| All | +144.3% | +76.7% | +67.6% | +70.5% |
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