+134.0%
BP vs GRMN
+646.1%
-512.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | -1.8% | +7.5% | +6.3% |
| 30D | +8.1% | -12.1% | +20.2% | +12.1% |
| 3M | +8.6% | +18.0% | -9.4% | +2.6% |
| 6M | +18.1% | +13.7% | +4.4% | +12.1% |
| YTD | +37.6% | +35.3% | +2.3% | +22.9% |
| 1Y | +39.4% | +17.2% | +22.1% | +29.6% |
| 3Y | +40.1% | +179.6% | -139.6% | -12.4% |
| 5Y | +141.3% | +75.6% | +65.8% | +85.9% |
| All | +134.0% | +646.1% | -512.0% | -0.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling