+117.6%
DT vs GRMN
+313.0%
-195.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.3% | -2.9% | -0.4% | -1.9% |
| 30D | +2.0% | -8.4% | +10.5% | +6.5% |
| 3M | +20.0% | +15.0% | +5.0% | +10.0% |
| 6M | +39.3% | +11.2% | +28.1% | +28.7% |
| YTD | +19.8% | +37.7% | -17.9% | -2.3% |
| 1Y | +4.3% | +18.5% | -14.2% | -8.2% |
| 3Y | +7.7% | +175.8% | -168.1% | -51.1% |
| 5Y | -26.8% | +75.1% | -101.9% | -53.5% |
| All | +117.6% | +313.0% | -195.4% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling