-44.8%
COMP vs GRMN
+134.7%
-179.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.4% | -2.9% | +4.2% | +3.8% |
| 30D | -13.3% | -8.4% | -4.9% | -7.1% |
| 3M | +41.1% | +15.0% | +26.1% | +22.2% |
| 6M | +17.2% | +11.2% | +6.0% | +5.1% |
| YTD | +5.2% | +37.7% | -32.5% | -21.7% |
| 1Y | +18.9% | +18.5% | +0.5% | -1.1% |
| 3Y | +215.9% | +175.8% | +40.1% | -6.9% |
| 5Y | -31.2% | +75.1% | -106.3% | -77.0% |
| All | -44.8% | +134.7% | -179.5% | -81.3% |
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