-36.9%
BAX vs GRMN
+628.0%
-664.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | -12.2% | -13.1% | +0.9% | -8.2% |
| 3M | +21.8% | +14.9% | +6.9% | +16.2% |
| 6M | +36.3% | +13.1% | +23.2% | +30.6% |
| YTD | +27.8% | +35.3% | -7.5% | +15.7% |
| 1Y | -0.1% | +16.0% | -16.0% | -5.4% |
| 3Y | -33.3% | +179.6% | -212.9% | -53.3% |
| 5Y | -67.1% | +75.0% | -142.1% | -73.6% |
| 10Y | -36.9% | +644.1% | -681.0% | -67.5% |
| All | -36.9% | +628.0% | -664.9% | -67.5% |
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