+967.7%
BX vs GRMN
+628.4%
+339.3%
-87.6%
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 | -4.4% | -2.9% | -1.5% | -2.9% |
| 30D | +0.1% | -8.4% | +8.5% | +4.7% |
| 3M | +16.0% | +15.0% | +1.0% | +6.4% |
| 6M | +21.6% | +11.2% | +10.4% | +13.0% |
| YTD | -8.9% | +37.7% | -46.6% | -24.6% |
| 1Y | -16.6% | +18.5% | -35.1% | -25.9% |
| 3Y | +43.3% | +175.8% | -132.5% | -21.3% |
| 5Y | +25.7% | +75.1% | -49.4% | -12.3% |
| 10Y | +689.5% | +637.0% | +52.5% | +172.6% |
| All | +967.7% | +628.4% | +339.3% | +117.6% |
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