+21.3%
EXC vs GRMN
+182.7%
-161.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -2.7% | -11.3% | +8.6% | -2.3% |
| 3M | -1.0% | +17.7% | -18.7% | -1.6% |
| 6M | -9.3% | +14.2% | -23.4% | -9.9% |
| YTD | +3.6% | +37.0% | -33.4% | +2.1% |
| 1Y | +5.9% | +17.0% | -11.1% | +5.2% |
| 3Y | +21.3% | +183.2% | -161.9% | -4.0% |
| All | +21.3% | +182.7% | -161.4% | -4.0% |
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