+1,601.4%
GD vs GRMN
+6,655.2%
-5,053.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.3% | -2.9% | -2.4% | -4.7% |
| 30D | -6.4% | -8.4% | +2.0% | -4.8% |
| 3M | +5.7% | +15.0% | -9.3% | +2.3% |
| 6M | -0.9% | +11.2% | -12.2% | -3.7% |
| YTD | +8.2% | +37.7% | -29.5% | +0.6% |
| 1Y | +13.4% | +18.5% | -5.1% | +8.5% |
| 3Y | +68.5% | +175.8% | -107.3% | +32.8% |
| 5Y | +97.2% | +75.1% | +22.1% | +68.6% |
| 10Y | +190.2% | +637.0% | -446.8% | +88.7% |
| All | +1,601.4% | +6,655.2% | -5,053.8% | +711.3% |
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