+105.9%
C vs GRMN
+122.2%
-16.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.4% | +4.7% | -7.1% | -4.0% |
| 30D | -6.0% | +3.4% | -9.4% | -7.4% |
| 3M | -10.5% | -5.0% | -5.5% | -9.2% |
| 6M | -5.7% | +18.6% | -24.3% | -13.0% |
| YTD | +4.1% | +42.5% | -38.4% | -11.1% |
| 1Y | +20.5% | +42.3% | -21.8% | +2.8% |
| 3Y | +208.1% | +158.5% | +49.6% | +96.5% |
| All | +105.9% | +122.2% | -16.3% | +29.7% |
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 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