+7.8%
D vs GRMN
+75.1%
-67.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.5% | -2.9% | +4.3% | +1.8% |
| 30D | -2.6% | -8.4% | +5.8% | -1.5% |
| 3M | 0.0% | +15.0% | -15.0% | -2.0% |
| 6M | +7.4% | +11.2% | -3.9% | +5.5% |
| YTD | +15.9% | +37.7% | -21.8% | +10.3% |
| 1Y | +18.1% | +18.5% | -0.4% | +14.8% |
| 3Y | +58.4% | +175.8% | -117.4% | +26.7% |
| All | +7.8% | +75.1% | -67.4% | -10.8% |
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