-32.0%
BAX vs GRMN
+182.7%
-214.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -9.7% | -11.3% | +1.6% | -6.4% |
| 3M | +29.3% | +17.7% | +11.5% | +22.8% |
| 6M | +40.7% | +14.2% | +26.5% | +34.7% |
| YTD | +30.3% | +37.0% | -6.8% | +18.6% |
| 1Y | +3.4% | +17.0% | -13.6% | -2.4% |
| 3Y | -32.0% | +183.2% | -215.2% | -45.8% |
| All | -32.0% | +182.7% | -214.7% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling