+43,165.9%
FIX vs GRMN
+6,890.4%
+36,275.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | +4.7% | -22.2% | -19.2% |
| 30D | -41.6% | +3.4% | -45.0% | -42.8% |
| 3M | -40.6% | -5.0% | -35.6% | -40.0% |
| 6M | -49.4% | +18.6% | -68.0% | -53.5% |
| YTD | +9.2% | +42.5% | -33.3% | -6.4% |
| 1Y | +6.5% | +42.3% | -35.9% | -8.5% |
| 3Y | +448.7% | +158.5% | +290.3% | +269.8% |
| 5Y | +948.7% | +123.6% | +825.2% | +639.4% |
| 10Y | +3,659.7% | +682.5% | +2,977.2% | +1,656.9% |
| All | +43,165.9% | +6,890.4% | +36,275.4% | +8,200.6% |
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