+6.2%
DT vs GRMN
+182.7%
-176.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -4.9% | +0.2% | -5.0% | -4.9% |
| 30D | +2.7% | -11.3% | +14.0% | +5.3% |
| 3M | +20.0% | +17.7% | +2.3% | +15.0% |
| 6M | +28.0% | +14.2% | +13.9% | +23.3% |
| YTD | +16.0% | +37.0% | -21.0% | +6.1% |
| 1Y | +0.7% | +17.0% | -16.3% | -4.4% |
| 3Y | +6.2% | +183.2% | -177.0% | -15.2% |
| All | +6.2% | +182.7% | -176.5% | -15.2% |
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