+68,374.4%
FIX vs GRMN
+6,655.2%
+61,719.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -2.9% | +8.9% | +7.1% |
| 30D | -7.2% | -8.4% | +1.2% | -4.2% |
| 3M | -15.9% | +15.0% | -30.9% | -21.0% |
| 6M | +12.7% | +11.2% | +1.5% | +7.2% |
| YTD | +72.8% | +37.7% | +35.1% | +51.3% |
| 1Y | +122.9% | +18.5% | +104.4% | +105.7% |
| 3Y | +774.3% | +175.8% | +598.5% | +479.2% |
| 5Y | +2,049.5% | +75.1% | +1,974.4% | +1,563.3% |
| 10Y | +5,821.5% | +637.0% | +5,184.4% | +2,746.3% |
| All | +68,374.4% | +6,655.2% | +61,719.2% | +13,320.9% |
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 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