-47.0%
BROS vs GRMN
+126.9%
-173.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.7% |
| 7D | -20.4% | +1.7% | -22.1% | -20.9% |
| 30D | -6.1% | +10.2% | -16.3% | -10.5% |
| 3M | -29.4% | -4.7% | -24.7% | -27.9% |
| 6M | -31.5% | +22.3% | -53.8% | -39.3% |
| YTD | -42.8% | +46.7% | -89.5% | -54.4% |
| 1Y | -37.5% | +49.6% | -87.1% | -50.7% |
| 3Y | +27.2% | +165.3% | -138.1% | -40.5% |
| 5Y | -47.0% | +130.3% | -177.3% | -74.3% |
| All | -47.0% | +126.9% | -173.9% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling