-38.1%
DOCS vs GRMN
+43.5%
-81.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | +4.7% | -5.5% | -2.0% |
| 30D | +17.4% | +3.4% | +14.0% | +16.0% |
| 3M | +57.4% | -5.0% | +62.4% | +59.5% |
| 6M | +26.5% | +18.6% | +8.0% | +22.0% |
| YTD | -26.6% | +42.5% | -69.1% | -35.7% |
| All | -38.1% | +43.5% | -81.6% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling