-73.2%
DOCS vs GRMN
+75.1%
-148.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | -2.9% | +1.4% | +0.1% |
| 30D | +21.8% | -8.4% | +30.3% | +27.8% |
| 3M | +27.3% | +15.0% | +12.3% | +17.6% |
| 6M | -0.3% | +11.2% | -11.5% | -7.1% |
| YTD | -40.5% | +37.7% | -78.2% | -51.2% |
| 1Y | -61.5% | +18.5% | -80.0% | -65.9% |
| 3Y | +8.2% | +175.8% | -167.6% | -53.9% |
| All | -73.2% | +75.1% | -148.3% | -87.9% |
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