+583.4%
DG vs GRMN
+1,534.3%
-950.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +8.4% | -2.9% | +11.3% | +9.0% |
| 30D | +4.9% | -8.4% | +13.4% | +6.6% |
| 3M | +29.3% | +15.0% | +14.3% | +25.6% |
| 6M | -11.3% | +11.2% | -22.5% | -13.4% |
| YTD | +1.8% | +37.7% | -35.9% | -4.7% |
| 1Y | +25.3% | +18.5% | +6.9% | +20.4% |
| 3Y | +9.1% | +175.8% | -166.7% | -15.3% |
| 5Y | -34.9% | +75.1% | -110.0% | -44.8% |
| 10Y | +108.2% | +637.0% | -528.9% | +30.8% |
| All | +583.4% | +1,534.3% | -950.9% | +255.5% |
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