+21.8%
DG vs GRMN
+155.8%
-134.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +3.2% | +1.2% | +2.0% | +3.1% |
| 3M | +10.4% | -8.9% | +19.3% | +10.9% |
| 6M | +33.2% | +23.0% | +10.2% | +31.8% |
| YTD | +3.0% | +41.2% | -38.3% | +1.9% |
| 1Y | +31.2% | +47.5% | -16.3% | +30.0% |
| 3Y | +21.8% | +155.8% | -133.9% | +4.9% |
| All | +21.8% | +155.8% | -134.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling