+157.6%
B vs GRMN
+75.1%
+82.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -1.6% | -2.9% | +1.3% | -1.0% |
| 30D | +9.4% | -8.4% | +17.9% | +11.3% |
| 3M | +5.0% | +15.0% | -10.0% | +1.7% |
| 6M | -3.5% | +11.2% | -14.8% | -5.9% |
| YTD | +4.5% | +37.7% | -33.2% | -1.8% |
| 1Y | +67.8% | +18.5% | +49.3% | +60.9% |
| 3Y | +196.7% | +175.8% | +20.9% | +136.2% |
| All | +157.6% | +75.1% | +82.5% | +94.1% |
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