+118.6%
DVN vs GRMN
+80.9%
+37.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.6% |
| 7D | +4.5% | +2.0% | +2.5% | +3.9% |
| 30D | +12.0% | -8.8% | +20.8% | +14.7% |
| 3M | +13.4% | +19.0% | -5.6% | +7.4% |
| 6M | +12.1% | +20.7% | -8.6% | +4.8% |
| YTD | +38.8% | +40.5% | -1.7% | +22.5% |
| 1Y | +46.0% | +19.1% | +26.9% | +35.9% |
| 3Y | +9.5% | +182.7% | -173.2% | -26.3% |
| All | +118.6% | +80.9% | +37.7% | +74.6% |
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 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