+374.8%
EXC vs GRMN
+6,655.2%
-6,280.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.3% | -2.9% | +3.1% | +0.7% |
| 30D | -3.7% | -8.4% | +4.7% | -2.4% |
| 3M | -1.3% | +15.0% | -16.3% | -3.8% |
| 6M | -9.7% | +11.2% | -20.9% | -11.7% |
| YTD | +2.9% | +37.7% | -34.8% | -3.1% |
| 1Y | +4.4% | +18.5% | -14.1% | +0.5% |
| 3Y | +22.2% | +175.8% | -153.6% | -0.3% |
| 5Y | +46.7% | +75.1% | -28.4% | +28.0% |
| 10Y | +155.3% | +637.0% | -481.7% | +79.0% |
| All | +374.8% | +6,655.2% | -6,280.4% | +174.3% |
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