+3.3%
EXC vs GRMN
+21.0%
-17.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | +4.7% | -5.9% | -1.3% |
| 30D | +10.0% | +3.4% | +6.5% | +9.8% |
| 3M | +1.6% | -5.0% | +6.7% | +1.6% |
| 6M | +3.3% | +18.6% | -15.3% | +1.9% |
| All | +3.3% | +21.0% | -17.7% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling