+13.7%
COMP vs GRMN
+45.1%
-31.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -6.8% |
| 7D | +7.2% | +6.3% | +0.8% | +3.6% |
| 30D | +6.4% | +7.6% | -1.2% | +2.7% |
| 3M | -19.4% | -7.5% | -12.0% | -16.0% |
| 6M | +14.6% | +21.2% | -6.7% | -0.7% |
| YTD | -5.5% | +44.0% | -49.5% | -23.6% |
| 1Y | +13.7% | +44.7% | -31.1% | -7.4% |
| All | +13.7% | +45.1% | -31.4% | -7.4% |
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