+39.1%
DLR vs GRMN
+122.1%
-83.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +0.3% | +6.3% | -6.0% | -1.4% |
| 30D | +1.2% | +7.6% | -6.4% | -1.1% |
| 3M | -4.8% | -7.5% | +2.7% | -2.9% |
| 6M | -6.1% | +21.2% | -27.4% | -12.4% |
| YTD | +19.3% | +44.0% | -24.7% | +4.4% |
| 1Y | +10.0% | +44.7% | -34.8% | -4.0% |
| 3Y | +53.8% | +160.5% | -106.7% | -2.3% |
| 5Y | +39.1% | +124.6% | -85.5% | -13.8% |
| All | +39.1% | +122.1% | -83.0% | -13.8% |
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