+53.9%
F vs GRMN
+75.1%
-21.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -2.9% | +8.2% | +6.7% |
| 30D | +4.6% | -8.4% | +13.0% | +8.7% |
| 3M | -3.7% | +15.0% | -18.7% | -10.5% |
| 6M | +16.8% | +11.2% | +5.6% | +9.9% |
| YTD | +15.3% | +37.7% | -22.4% | -2.6% |
| 1Y | +31.0% | +18.5% | +12.5% | +18.2% |
| 3Y | +45.4% | +175.8% | -130.4% | -28.4% |
| All | +53.9% | +75.1% | -21.2% | -14.9% |
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 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