+1,595.2%
GD vs GRMN
+6,910.7%
-5,315.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -3.9% | +2.3% | -6.2% | -4.4% |
| 30D | +8.1% | +2.6% | +5.5% | +7.4% |
| 3M | -6.8% | -5.0% | -1.8% | -6.1% |
| 6M | +3.0% | +23.1% | -20.1% | -2.0% |
| YTD | +7.8% | +42.9% | -35.1% | -0.8% |
| 1Y | +5.8% | +41.7% | -35.9% | -2.4% |
| 3Y | +55.3% | +160.7% | -105.4% | +23.8% |
| 5Y | +96.7% | +124.2% | -27.5% | +59.9% |
| 10Y | +195.4% | +684.8% | -489.4% | +89.4% |
| All | +1,595.2% | +6,910.7% | -5,315.5% | +700.7% |
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