+422.9%
DUK vs GRMN
+6,622.3%
-6,199.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.0% | -11.3% | +9.3% | -0.6% |
| 3M | +0.2% | +17.7% | -17.5% | -2.0% |
| 6M | -6.9% | +14.2% | -21.1% | -8.8% |
| YTD | +6.1% | +37.0% | -30.9% | +1.5% |
| 1Y | +4.4% | +17.0% | -12.6% | +1.6% |
| 3Y | +49.1% | +183.2% | -134.1% | +27.3% |
| 5Y | +39.6% | +77.3% | -37.7% | +25.5% |
| 10Y | +125.1% | +630.9% | -505.8% | +70.6% |
| All | +422.9% | +6,622.3% | -6,199.4% | +204.7% |
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