+54.9%
GD vs GRMN
+161.0%
-106.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.2% |
| 7D | -3.9% | +2.3% | -6.2% | -4.2% |
| 30D | +8.1% | +2.6% | +5.5% | +7.6% |
| 3M | -6.8% | -5.0% | -1.8% | -6.2% |
| 6M | +3.0% | +23.1% | -20.1% | -0.5% |
| YTD | +7.8% | +42.9% | -35.1% | +1.6% |
| 1Y | +5.8% | +41.7% | -35.9% | -0.2% |
| All | +54.9% | +161.0% | -106.1% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling