+396.4%
EXC vs GRMN
+6,890.4%
-6,494.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | +4.7% | -5.9% | -1.9% |
| 30D | +10.0% | +3.4% | +6.5% | +9.3% |
| 3M | +1.6% | -5.0% | +6.7% | +2.3% |
| 6M | +3.3% | +18.6% | -15.3% | -0.1% |
| YTD | +7.6% | +42.5% | -34.9% | +0.6% |
| 1Y | +3.5% | +42.3% | -38.8% | -3.3% |
| 3Y | +27.7% | +158.5% | -130.8% | +5.3% |
| 5Y | +41.1% | +123.6% | -82.4% | +18.2% |
| 10Y | +178.2% | +682.5% | -504.3% | +93.0% |
| All | +396.4% | +6,890.4% | -6,494.0% | +184.8% |
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