+476.4%
BHP vs GRMN
+674.8%
-198.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.1% | -1.8% |
| 7D | -3.6% | +2.0% | -5.7% | -4.5% |
| 30D | -1.2% | -8.8% | +7.6% | +2.5% |
| 3M | +1.2% | +19.0% | -17.8% | -7.3% |
| 6M | +21.4% | +20.7% | +0.7% | +10.5% |
| YTD | +50.4% | +40.5% | +9.9% | +27.6% |
| 1Y | +67.5% | +19.1% | +48.4% | +51.8% |
| 3Y | +72.8% | +182.7% | -109.9% | -5.2% |
| 5Y | +112.6% | +82.3% | +30.3% | +47.5% |
| All | +476.4% | +674.8% | -198.3% | +77.5% |
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