+25.9%
BA vs GRMN
+651.6%
-625.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | 0.0% | +6.3% | -6.3% | -3.5% |
| 30D | -8.9% | +7.6% | -16.5% | -12.9% |
| 3M | -25.5% | -7.5% | -18.1% | -22.6% |
| 6M | -27.0% | +21.2% | -48.2% | -36.0% |
| YTD | -20.1% | +44.0% | -64.2% | -37.8% |
| 1Y | -11.0% | +44.7% | -55.7% | -31.0% |
| 3Y | -11.8% | +160.5% | -172.4% | -58.2% |
| 5Y | -20.6% | +124.6% | -145.3% | -58.5% |
| All | +25.9% | +651.6% | -625.7% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling