+98.0%
GD vs GRMN
+122.3%
-24.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.9% |
| 7D | -3.0% | +6.4% | -9.4% | -4.1% |
| 30D | +9.3% | +8.7% | +0.6% | +7.6% |
| 3M | -7.2% | -5.8% | -1.4% | -6.4% |
| 6M | +5.5% | +22.5% | -17.1% | +0.9% |
| YTD | +9.5% | +45.6% | -36.1% | +1.0% |
| 1Y | +6.4% | +47.5% | -41.0% | -2.1% |
| 3Y | +59.8% | +166.2% | -106.4% | +25.2% |
| 5Y | +98.0% | +124.1% | -26.1% | +64.0% |
| All | +98.0% | +122.3% | -24.3% | +64.0% |
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