-38.5%
DG vs GRMN
+75.7%
-114.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | +1.8% | -13.1% | +14.8% | +3.5% |
| 3M | +14.5% | +14.9% | -0.5% | +12.3% |
| 6M | -13.6% | +13.1% | -26.7% | -15.1% |
| YTD | -4.8% | +35.3% | -40.1% | -8.4% |
| 1Y | +21.6% | +16.0% | +5.6% | +18.6% |
| 3Y | +4.5% | +179.6% | -175.1% | -17.1% |
| 5Y | -38.5% | +75.0% | -113.5% | -48.7% |
| All | -38.5% | +75.7% | -114.1% | -48.7% |
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