+100.5%
GD vs GRMN
+119.5%
-19.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.7% | -0.9% | +3.5% | +2.8% |
| 30D | +8.6% | +1.2% | +7.4% | +8.3% |
| 3M | -7.1% | -8.9% | +1.9% | -5.7% |
| 6M | +7.5% | +23.0% | -15.5% | +2.7% |
| YTD | +9.9% | +41.2% | -31.3% | +1.9% |
| 1Y | +7.6% | +47.5% | -39.9% | -1.1% |
| 3Y | +56.2% | +155.8% | -99.6% | +23.4% |
| All | +100.5% | +119.5% | -19.0% | +67.2% |
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