+77.9%
BAX vs GRMN
+6,655.2%
-6,577.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | -2.9% | +1.7% | -0.7% |
| 30D | -5.5% | -8.4% | +3.0% | -4.1% |
| 3M | +33.5% | +15.0% | +18.5% | +30.4% |
| 6M | +35.9% | +11.2% | +24.7% | +33.4% |
| YTD | +35.4% | +37.7% | -2.3% | +28.5% |
| 1Y | +9.8% | +18.5% | -8.7% | +6.6% |
| 3Y | -32.7% | +175.8% | -208.5% | -43.0% |
| 5Y | -65.6% | +75.1% | -140.7% | -69.1% |
| 10Y | -34.9% | +637.0% | -671.9% | -52.0% |
| All | +77.9% | +6,655.2% | -6,577.3% | +1.6% |
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