-17.0%
COMP vs GRMN
+122.1%
-139.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -6.5% |
| 7D | +7.2% | +6.3% | +0.8% | +2.1% |
| 30D | +6.4% | +7.6% | -1.2% | +0.6% |
| 3M | -19.4% | -7.5% | -12.0% | -14.1% |
| 6M | +14.6% | +21.2% | -6.7% | -5.6% |
| YTD | -5.5% | +44.0% | -49.5% | -33.3% |
| 1Y | +13.7% | +44.7% | -31.1% | -20.5% |
| 3Y | +409.7% | +160.5% | +249.2% | +47.4% |
| 5Y | -17.0% | +124.6% | -141.7% | -76.6% |
| All | -17.0% | +122.1% | -139.2% | -76.6% |
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 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