-36.1%
AUR vs GRMN
+74.2%
-110.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +0.2% | -1.8% | +2.0% | +1.5% |
| 30D | -8.9% | -12.1% | +3.2% | +0.5% |
| 3M | +4.6% | +18.0% | -13.4% | -9.9% |
| 6M | +44.9% | +13.7% | +31.1% | +28.2% |
| YTD | +64.8% | +35.3% | +29.5% | +26.5% |
| 1Y | +16.4% | +17.2% | -0.9% | -0.8% |
| 3Y | +85.1% | +179.6% | -94.5% | -33.6% |
| All | -36.1% | +74.2% | -110.4% | -76.3% |
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