+49.2%
BP vs GRMN
+163.9%
-114.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | 0.0% |
| 7D | -6.9% | +6.4% | -13.3% | -7.2% |
| 30D | -3.6% | +8.7% | -12.3% | -4.2% |
| 3M | +8.4% | -5.8% | +14.2% | +8.9% |
| 6M | +5.3% | +22.5% | -17.2% | +3.4% |
| YTD | +33.2% | +45.6% | -12.4% | +27.9% |
| 1Y | +28.2% | +47.5% | -19.3% | +22.9% |
| 3Y | +49.2% | +166.2% | -117.0% | +34.9% |
| All | +49.2% | +163.9% | -114.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling