-13.9%
DT vs GRMN
+165.7%
-179.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -5.4% | +1.7% | -7.1% | -5.7% |
| 30D | -32.2% | +10.2% | -42.4% | -33.6% |
| 3M | -10.9% | -4.7% | -6.2% | -10.2% |
| 6M | +10.0% | +22.3% | -12.3% | +4.6% |
| YTD | +2.1% | +46.7% | -44.6% | -8.2% |
| 1Y | -5.5% | +49.6% | -55.2% | -15.5% |
| All | -13.9% | +165.7% | -179.6% | -30.6% |
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