+452.1%
BTSG vs GRMN
+130.3%
+321.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | -2.9% | +5.6% | +3.2% |
| 30D | -3.6% | -8.4% | +4.8% | -2.2% |
| 3M | +5.8% | +15.0% | -9.2% | +3.2% |
| 6M | +44.7% | +11.2% | +33.5% | +41.8% |
| YTD | +62.2% | +37.7% | +24.5% | +53.0% |
| 1Y | +152.1% | +18.5% | +133.6% | +142.3% |
| All | +452.1% | +130.3% | +321.8% | +461.0% |
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