+99.6%
DE vs GRMN
+81.6%
+18.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.6% | -1.4% |
| 7D | -2.6% | +2.4% | -5.0% | -3.2% |
| 30D | +9.0% | -8.5% | +17.5% | +11.5% |
| 3M | +19.1% | +19.5% | -0.3% | +12.6% |
| 6M | +14.4% | +21.2% | -6.8% | +7.5% |
| YTD | +45.9% | +41.0% | +4.9% | +31.1% |
| 1Y | +43.6% | +19.6% | +24.0% | +34.5% |
| 3Y | +75.9% | +183.8% | -107.9% | +19.4% |
| All | +99.6% | +81.6% | +18.0% | +45.4% |
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