+381.9%
GDDY vs GRMN
+686.2%
-304.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -7.0% | -1.8% | -5.2% | -6.3% |
| 30D | +6.2% | -12.1% | +18.3% | +11.5% |
| 3M | +20.0% | +18.0% | +2.1% | +12.0% |
| 6M | +6.8% | +13.7% | -6.9% | +0.5% |
| YTD | -22.3% | +35.3% | -57.6% | -32.2% |
| 1Y | -33.5% | +17.2% | -50.8% | -38.8% |
| 3Y | +29.2% | +179.6% | -150.4% | -24.8% |
| 5Y | +28.1% | +75.6% | -47.5% | -8.4% |
| 10Y | +200.2% | +644.2% | -444.0% | +13.1% |
| All | +381.9% | +686.2% | -304.4% | +59.2% |
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 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