+214.5%
BAC vs GRMN
+636.8%
-422.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.9% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -6.4% | +3.5% | -9.9% | -8.1% |
| 3M | -21.7% | -7.3% | -14.3% | -19.4% |
| 6M | +0.5% | +21.8% | -21.3% | -10.1% |
| YTD | -6.7% | +42.8% | -49.5% | -23.5% |
| 1Y | -4.7% | +46.5% | -51.1% | -22.9% |
| 3Y | +96.1% | +158.3% | -62.2% | +7.6% |
| 5Y | +21.7% | +122.6% | -100.9% | -28.3% |
| All | +214.5% | +636.8% | -422.4% | -5.4% |
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