+52.6%
DOCS vs GRMN
+160.2%
-107.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | +4.7% | -5.5% | -2.1% |
| 30D | +17.4% | +3.4% | +14.0% | +16.0% |
| 3M | +57.4% | -5.0% | +62.4% | +59.8% |
| 6M | +26.5% | +18.6% | +8.0% | +19.6% |
| YTD | -26.6% | +42.5% | -69.1% | -35.2% |
| 1Y | -48.1% | +42.3% | -90.4% | -54.2% |
| 3Y | +52.6% | +158.5% | -105.8% | -5.6% |
| All | +52.6% | +160.2% | -107.6% | -5.6% |
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