-24.2%
AR vs GRMN
+769.7%
-793.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | -2.9% | +5.4% | +3.6% |
| 30D | +14.8% | -8.4% | +23.2% | +18.7% |
| 3M | +6.2% | +15.0% | -8.8% | -0.5% |
| 6M | +4.3% | +11.2% | -6.9% | -2.0% |
| YTD | +14.4% | +37.7% | -23.3% | -2.6% |
| 1Y | +21.3% | +18.5% | +2.9% | +9.7% |
| 3Y | +39.8% | +175.8% | -136.0% | -18.0% |
| 5Y | +142.1% | +75.1% | +67.0% | +72.9% |
| 10Y | +52.0% | +637.0% | -585.0% | -42.3% |
| All | -24.2% | +769.7% | -793.9% | -73.4% |
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 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