+27.0%
BROS vs GRMN
+81.0%
-54.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -6.7% | -2.9% | -3.8% | -5.3% |
| 30D | -29.1% | -8.4% | -20.6% | -25.9% |
| 3M | -16.7% | +15.0% | -31.7% | -23.5% |
| 6M | -11.6% | +11.2% | -22.8% | -17.6% |
| YTD | -23.9% | +37.7% | -61.6% | -37.1% |
| 1Y | -34.8% | +18.5% | -53.3% | -41.9% |
| 3Y | +62.1% | +175.8% | -113.7% | -27.7% |
| All | +27.0% | +81.0% | -54.0% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling