+33.2%
BN vs GRMN
+75.7%
-42.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -3.0% | -1.4% | -1.6% | -2.3% |
| 30D | -13.0% | -13.1% | +0.1% | -7.0% |
| 3M | -15.2% | +14.9% | -30.2% | -21.8% |
| 6M | -5.9% | +13.1% | -19.0% | -12.7% |
| YTD | -15.8% | +35.3% | -51.1% | -29.1% |
| 1Y | -12.2% | +16.0% | -28.2% | -20.5% |
| 3Y | +72.2% | +179.6% | -107.4% | -12.7% |
| 5Y | +33.2% | +75.0% | -41.8% | -23.3% |
| All | +33.2% | +75.7% | -42.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling