+60.0%
DLR vs GRMN
+182.7%
-122.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -2.2% | -11.3% | +9.1% | 0.0% |
| 3M | +4.7% | +17.7% | -13.0% | +0.8% |
| 6M | +9.0% | +14.2% | -5.2% | +5.5% |
| YTD | +24.1% | +37.0% | -12.9% | +15.1% |
| 1Y | +20.9% | +17.0% | +4.0% | +16.1% |
| 3Y | +60.0% | +183.2% | -123.2% | +18.7% |
| All | +60.0% | +182.7% | -122.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling