+132.0%
BP vs GRMN
+646.0%
-514.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +4.0% | -1.4% | +5.4% | +4.4% |
| 30D | +7.8% | -13.1% | +20.9% | +12.2% |
| 3M | +8.4% | +14.9% | -6.6% | +3.1% |
| 6M | +15.1% | +13.1% | +1.9% | +9.4% |
| YTD | +36.4% | +35.3% | +1.1% | +21.8% |
| 1Y | +40.9% | +16.0% | +24.9% | +31.5% |
| 3Y | +38.8% | +179.6% | -140.8% | -13.2% |
| 5Y | +141.1% | +75.0% | +66.1% | +86.0% |
| All | +132.0% | +646.0% | -514.0% | -1.6% |
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