-54.2%
COMP vs GRMN
+143.6%
-197.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -7.4% |
| 7D | -1.8% | +2.3% | -4.1% | -3.4% |
| 30D | -0.8% | +2.6% | -3.3% | -2.5% |
| 3M | -28.1% | -5.0% | -23.2% | -25.3% |
| 6M | +27.0% | +23.1% | +3.9% | +4.7% |
| YTD | -12.8% | +42.9% | -55.7% | -37.0% |
| 1Y | +4.9% | +41.7% | -36.8% | -23.9% |
| 3Y | +321.0% | +160.7% | +160.3% | +38.0% |
| 5Y | -25.6% | +124.2% | -149.8% | -77.3% |
| All | -54.2% | +143.6% | -197.8% | -84.9% |
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