+43.8%
EXC vs GRMN
+122.2%
-78.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | +4.7% | -5.9% | -1.7% |
| 30D | +10.0% | +3.4% | +6.5% | +9.5% |
| 3M | +1.6% | -5.0% | +6.7% | +2.1% |
| 6M | +3.3% | +18.6% | -15.3% | +0.9% |
| YTD | +7.6% | +42.5% | -34.9% | +2.3% |
| 1Y | +3.5% | +42.3% | -38.8% | -1.6% |
| 3Y | +27.7% | +158.5% | -130.8% | -0.3% |
| All | +43.8% | +122.2% | -78.4% | +12.8% |
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 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