-48.6%
C vs GRMN
+6,655.2%
-6,703.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | -2.9% | +6.5% | +4.8% |
| 30D | +0.1% | -8.4% | +8.5% | +3.7% |
| 3M | +2.4% | +15.0% | -12.6% | -4.7% |
| 6M | +24.9% | +11.2% | +13.7% | +17.7% |
| YTD | +19.8% | +37.7% | -17.9% | +2.8% |
| 1Y | +44.9% | +18.5% | +26.4% | +31.7% |
| 3Y | +263.0% | +175.8% | +87.2% | +123.1% |
| 5Y | +129.5% | +75.1% | +54.4% | +68.4% |
| 10Y | +291.6% | +637.0% | -345.4% | +60.8% |
| All | -48.6% | +6,655.2% | -6,703.8% | -89.8% |
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