-63.4%
BAX vs GRMN
+117.6%
-180.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +12.1% | +4.7% | +7.4% | +10.6% |
| 30D | +7.6% | +3.4% | +4.2% | +6.3% |
| 3M | -4.5% | -5.0% | +0.6% | -3.3% |
| 6M | +52.0% | +18.6% | +33.4% | +43.5% |
| YTD | +35.1% | +42.5% | -7.3% | +20.9% |
| 1Y | +43.7% | +42.3% | +1.4% | +28.5% |
| 3Y | -20.9% | +158.5% | -179.4% | -40.8% |
| All | -63.4% | +117.6% | -180.9% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling