+256.9%
BN vs GRMN
+646.1%
-389.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.9% | -1.8% | -4.1% | -4.9% |
| 30D | -15.1% | -12.1% | -3.0% | -9.1% |
| 3M | -14.6% | +18.0% | -32.6% | -23.1% |
| 6M | -8.4% | +13.7% | -22.1% | -16.0% |
| YTD | -16.8% | +35.3% | -52.1% | -31.2% |
| 1Y | -14.4% | +17.2% | -31.6% | -23.8% |
| 3Y | +70.1% | +179.6% | -109.5% | -15.0% |
| 5Y | +33.5% | +75.6% | -42.0% | -13.6% |
| All | +256.9% | +646.1% | -389.2% | +19.6% |
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 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