+3,472.7%
DLR vs GRMN
+2,164.8%
+1,307.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | +0.3% | +6.3% | -6.0% | -1.5% |
| 30D | +1.2% | +7.6% | -6.4% | -1.2% |
| 3M | -4.8% | -7.5% | +2.7% | -2.8% |
| 6M | -6.1% | +21.2% | -27.4% | -12.3% |
| YTD | +19.3% | +44.0% | -24.7% | +5.1% |
| 1Y | +10.0% | +44.7% | -34.8% | -3.3% |
| 3Y | +53.8% | +160.5% | -106.7% | +9.4% |
| 5Y | +39.1% | +124.6% | -85.5% | +2.6% |
| 10Y | +188.1% | +651.6% | -463.5% | +45.7% |
| All | +3,472.7% | +2,164.8% | +1,307.8% | +1,160.5% |
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