+772.4%
DIA vs GRMN
+6,905.4%
-6,132.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +1.2% | +3.5% | -2.3% | +0.3% |
| 3M | -2.4% | -7.3% | +4.9% | -0.9% |
| 6M | +5.7% | +21.8% | -16.1% | +0.2% |
| YTD | +9.9% | +42.8% | -32.9% | +0.2% |
| 1Y | +9.8% | +46.5% | -36.7% | -0.6% |
| 3Y | +59.8% | +158.3% | -98.5% | +24.1% |
| 5Y | +57.7% | +122.6% | -64.9% | +25.6% |
| 10Y | +235.8% | +638.0% | -402.2% | +107.1% |
| All | +772.4% | +6,905.4% | -6,132.9% | +231.5% |
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