-34.9%
DOCS vs GRMN
+45.3%
-80.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.7% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | +8.7% | +3.5% | +5.1% | +7.4% |
| 3M | +32.9% | -7.3% | +40.2% | +35.4% |
| 6M | +25.5% | +21.8% | +3.7% | +20.2% |
| YTD | -25.0% | +42.8% | -67.8% | -34.6% |
| 1Y | -34.9% | +46.5% | -81.3% | -45.1% |
| All | -34.9% | +45.3% | -80.1% | -45.1% |
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