+29.5%
BROS vs GRMN
+165.7%
-136.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -20.4% | +1.7% | -22.1% | -20.7% |
| 30D | -6.1% | +10.2% | -16.3% | -8.7% |
| 3M | -29.4% | -4.7% | -24.7% | -28.5% |
| 6M | -31.5% | +22.3% | -53.8% | -36.0% |
| YTD | -42.8% | +46.7% | -89.5% | -49.6% |
| 1Y | -37.5% | +49.6% | -87.1% | -45.3% |
| All | +29.5% | +165.7% | -136.2% | -1.7% |
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 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