+3,733.2%
BLK vs GRMN
+6,536.9%
-2,803.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.2% |
| 30D | -4.8% | -13.1% | +8.3% | -0.3% |
| 3M | +6.5% | +14.9% | -8.5% | +0.9% |
| 6M | +13.1% | +13.1% | 0.0% | +7.7% |
| YTD | +1.8% | +35.3% | -33.5% | -8.9% |
| 1Y | -1.0% | +16.0% | -17.0% | -7.1% |
| 3Y | +66.0% | +179.6% | -113.6% | +13.5% |
| 5Y | +31.2% | +75.0% | -43.8% | +3.9% |
| 10Y | +278.5% | +644.1% | -365.6% | +94.7% |
| All | +3,733.2% | +6,536.9% | -2,803.7% | +1,156.2% |
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