+368.8%
BAC vs GRMN
+7,042.9%
-6,674.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.5% |
| 7D | +2.0% | +6.4% | -4.4% | -0.4% |
| 30D | -6.9% | +8.7% | -15.7% | -10.0% |
| 3M | -19.6% | -5.8% | -13.8% | -18.1% |
| 6M | -0.5% | +22.5% | -23.0% | -9.3% |
| YTD | -6.6% | +45.6% | -52.2% | -20.8% |
| 1Y | -3.0% | +47.5% | -50.4% | -18.2% |
| 3Y | +97.3% | +166.2% | -68.9% | +27.2% |
| 5Y | +21.9% | +124.1% | -102.2% | -17.1% |
| 10Y | +251.7% | +668.0% | -416.4% | +50.9% |
| All | +368.8% | +7,042.9% | -6,674.2% | +14.3% |
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