+789.5%
DIA vs GRMN
+6,655.2%
-5,865.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | -1.5% | -8.4% | +6.9% | +0.4% |
| 3M | +3.8% | +15.0% | -11.2% | -0.1% |
| 6M | +10.3% | +11.2% | -0.9% | +6.8% |
| YTD | +12.1% | +37.7% | -25.6% | +3.2% |
| 1Y | +18.6% | +18.5% | +0.2% | +12.7% |
| 3Y | +60.6% | +175.8% | -115.2% | +22.9% |
| 5Y | +64.4% | +75.1% | -10.7% | +38.2% |
| 10Y | +250.1% | +637.0% | -386.9% | +116.6% |
| All | +789.5% | +6,655.2% | -5,865.7% | +241.5% |
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