+142.2%
BP vs GRMN
+628.7%
-486.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | -5.3% | +1.2% | -6.5% | -5.9% |
| 3M | +9.3% | -8.9% | +18.2% | +11.7% |
| 6M | +7.2% | +23.0% | -15.8% | -0.6% |
| YTD | +38.0% | +41.2% | -3.2% | +21.1% |
| 1Y | +33.2% | +47.5% | -14.3% | +15.0% |
| 3Y | +50.3% | +155.8% | -105.5% | -1.9% |
| 5Y | +114.1% | +120.2% | -6.1% | +47.8% |
| All | +142.2% | +628.7% | -486.5% | +5.3% |
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 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