+395.4%
EXC vs GRMN
+6,966.1%
-6,570.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +0.1% | +6.3% | -6.3% | -0.9% |
| 30D | +9.0% | +7.6% | +1.5% | +7.7% |
| 3M | +3.3% | -7.5% | +10.8% | +4.4% |
| 6M | +5.7% | +21.2% | -15.6% | +1.9% |
| YTD | +7.3% | +44.0% | -36.7% | +0.2% |
| 1Y | +2.9% | +44.7% | -41.8% | -4.1% |
| 3Y | +29.3% | +160.5% | -131.2% | +6.5% |
| 5Y | +40.1% | +124.6% | -84.6% | +17.3% |
| 10Y | +197.7% | +651.6% | -454.0% | +107.6% |
| All | +395.4% | +6,966.1% | -6,570.7% | +183.8% |
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 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