+1,092.5%
AU vs GRMN
+6,536.9%
-5,444.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | +12.3% | -13.1% | +25.4% | +15.0% |
| 3M | +29.4% | +14.9% | +14.4% | +25.9% |
| 6M | +3.2% | +13.1% | -9.9% | +0.9% |
| YTD | +31.8% | +35.3% | -3.5% | +25.0% |
| 1Y | +83.4% | +16.0% | +67.4% | +78.0% |
| 3Y | +623.1% | +179.6% | +443.5% | +493.4% |
| 5Y | +700.5% | +75.0% | +625.5% | +602.7% |
| 10Y | +717.6% | +644.1% | +73.4% | +452.5% |
| All | +1,092.5% | +6,536.9% | -5,444.4% | +508.9% |
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