-17.9%
COMP vs GRMN
+122.2%
-140.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +11.0% |
| 7D | +13.4% | +4.7% | +8.7% | +9.3% |
| 30D | +11.1% | +3.4% | +7.7% | +8.2% |
| 3M | -18.8% | -5.0% | -13.8% | -15.5% |
| 6M | +10.5% | +18.6% | -8.1% | -7.3% |
| YTD | -3.4% | +42.5% | -45.9% | -31.4% |
| 1Y | +19.7% | +42.3% | -22.6% | -15.1% |
| 3Y | +381.6% | +158.5% | +223.1% | +39.8% |
| All | -17.9% | +122.2% | -140.1% | -76.4% |
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 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