+120.2%
BKR vs GRMN
+677.8%
-557.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.4% |
| 7D | -7.0% | +2.4% | -9.4% | -8.0% |
| 30D | -8.1% | -8.5% | +0.3% | -4.7% |
| 3M | -6.6% | +19.5% | -26.1% | -15.0% |
| 6M | +0.9% | +21.2% | -20.3% | -9.3% |
| YTD | +31.1% | +41.0% | -10.0% | +9.2% |
| 1Y | +27.7% | +19.6% | +8.1% | +14.2% |
| 3Y | +71.2% | +183.8% | -112.6% | -8.4% |
| 5Y | +177.6% | +83.0% | +94.6% | +90.7% |
| All | +120.2% | +677.8% | -557.6% | -27.7% |
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