+370.0%
BAC vs GRMN
+6,966.1%
-6,596.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.7% |
| 7D | +2.1% | +6.3% | -4.3% | -0.3% |
| 30D | -6.7% | +7.6% | -14.3% | -9.4% |
| 3M | -20.2% | -7.5% | -12.8% | -18.2% |
| 6M | -0.2% | +21.2% | -21.4% | -8.7% |
| YTD | -6.4% | +44.0% | -50.4% | -20.3% |
| 1Y | -3.1% | +44.7% | -47.8% | -17.8% |
| 3Y | +96.7% | +160.5% | -63.8% | +27.9% |
| 5Y | +21.3% | +124.6% | -103.4% | -17.6% |
| 10Y | +237.7% | +651.6% | -413.9% | +46.0% |
| All | +370.0% | +6,966.1% | -6,596.1% | +15.1% |
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