-10.1%
BA vs GRMN
+160.2%
-170.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | +4.7% | -3.7% | -0.4% |
| 30D | -7.9% | +3.4% | -11.3% | -9.0% |
| 3M | -25.3% | -5.0% | -20.3% | -24.3% |
| 6M | -24.6% | +18.6% | -43.2% | -29.0% |
| YTD | -20.1% | +42.5% | -62.6% | -29.5% |
| 1Y | -11.8% | +42.3% | -54.1% | -22.1% |
| 3Y | -10.1% | +158.5% | -168.6% | -29.0% |
| All | -10.1% | +160.2% | -170.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling