+3,503.2%
BHP vs GRMN
+6,655.2%
-3,152.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | +3.4% | -8.4% | +11.8% | +6.5% |
| 3M | +4.1% | +15.0% | -10.9% | -1.8% |
| 6M | +20.6% | +11.2% | +9.4% | +15.0% |
| YTD | +56.1% | +37.7% | +18.4% | +37.7% |
| 1Y | +69.6% | +18.5% | +51.1% | +57.0% |
| 3Y | +78.8% | +175.8% | -97.0% | +18.0% |
| 5Y | +113.1% | +75.1% | +38.0% | +62.8% |
| 10Y | +505.9% | +637.0% | -131.1% | +182.0% |
| All | +3,503.2% | +6,655.2% | -3,152.0% | +825.0% |
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