+674.6%
AU vs GRMN
+74.2%
+600.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -7.0% | -1.8% | -5.2% | -6.7% |
| 30D | +7.3% | -12.1% | +19.4% | +9.9% |
| 3M | +33.2% | +18.0% | +15.2% | +28.5% |
| 6M | -0.6% | +13.7% | -14.3% | -3.2% |
| YTD | +26.2% | +35.3% | -9.1% | +19.7% |
| 1Y | +68.3% | +17.2% | +51.0% | +62.4% |
| 3Y | +592.1% | +179.6% | +412.5% | +448.5% |
| All | +674.6% | +74.2% | +600.4% | +480.0% |
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