+64.1%
DIA vs GRMN
+76.7%
-12.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -2.1% | -11.3% | +9.3% | +0.9% |
| 3M | +4.2% | +17.7% | -13.6% | -0.8% |
| 6M | +11.9% | +14.2% | -2.3% | +7.3% |
| YTD | +10.8% | +37.0% | -26.2% | +0.8% |
| 1Y | +17.5% | +17.0% | +0.5% | +11.2% |
| 3Y | +59.9% | +183.2% | -123.3% | +10.0% |
| 5Y | +64.1% | +77.3% | -13.1% | +21.9% |
| All | +64.1% | +76.7% | -12.6% | +21.9% |
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 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