-10.6%
BN vs GRMN
+45.3%
-55.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +13.6% | +3.5% | +10.0% | +12.2% |
| 3M | -6.7% | -7.3% | +0.7% | -4.9% |
| 6M | -9.0% | +21.8% | -30.7% | -15.8% |
| YTD | -8.8% | +42.8% | -51.6% | -23.2% |
| 1Y | -10.6% | +46.5% | -57.1% | -26.5% |
| All | -10.6% | +45.3% | -55.9% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling