+5.7%
COMP vs GRMN
+45.3%
-39.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.5% |
| 7D | +8.9% | -0.1% | +9.0% | +9.1% |
| 30D | +14.0% | +3.5% | +10.4% | +12.2% |
| 3M | -21.1% | -7.3% | -13.8% | -17.7% |
| 6M | +20.1% | +21.8% | -1.7% | +2.9% |
| YTD | -5.0% | +42.8% | -47.8% | -24.4% |
| 1Y | +5.7% | +46.5% | -40.8% | -16.1% |
| All | +5.7% | +45.3% | -39.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling