+481.3%
BAC vs GRMN
+6,655.2%
-6,174.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | -2.9% | +4.0% | +2.2% |
| 30D | -0.4% | -8.4% | +8.0% | +2.9% |
| 3M | +16.9% | +15.0% | +1.9% | +9.6% |
| 6M | +26.6% | +11.2% | +15.4% | +19.8% |
| YTD | +15.8% | +37.7% | -21.9% | +0.6% |
| 1Y | +27.2% | +18.5% | +8.7% | +16.3% |
| 3Y | +132.4% | +175.8% | -43.4% | +47.7% |
| 5Y | +72.6% | +75.1% | -2.5% | +29.1% |
| 10Y | +389.7% | +637.0% | -247.3% | +114.1% |
| All | +481.3% | +6,655.2% | -6,174.0% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling