+530.4%
D vs GRMN
+6,655.2%
-6,124.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | -3.6% | -8.4% | +4.9% | -2.5% |
| 3M | -1.0% | +15.0% | -16.0% | -3.0% |
| 6M | +6.3% | +11.2% | -4.9% | +4.4% |
| YTD | +14.7% | +37.7% | -23.0% | +9.5% |
| 1Y | +16.9% | +18.5% | -1.5% | +13.5% |
| 3Y | +56.8% | +175.8% | -119.0% | +34.4% |
| 5Y | +5.2% | +75.1% | -69.9% | -5.2% |
| 10Y | +35.9% | +637.0% | -601.2% | +3.2% |
| All | +530.4% | +6,655.2% | -6,124.8% | +296.9% |
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