+5.4%
B vs GRMN
+44.3%
-38.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -7.3% | -0.9% | -6.4% | -7.0% |
| 30D | -3.3% | +1.2% | -4.5% | -3.9% |
| 3M | -7.8% | -8.9% | +1.2% | -4.9% |
| 6M | -15.5% | +23.0% | -38.5% | -24.5% |
| YTD | -12.3% | +41.2% | -53.5% | -28.0% |
| 1Y | +5.4% | +47.5% | -42.1% | -16.2% |
| All | +5.4% | +44.3% | -38.9% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling