+20.6%
GEN vs GRMN
+76.7%
-56.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +2.6% | -11.3% | +14.0% | +5.9% |
| 3M | +15.8% | +17.7% | -1.9% | +10.4% |
| 6M | +33.1% | +14.2% | +19.0% | +27.7% |
| YTD | +11.3% | +37.0% | -25.7% | +1.3% |
| 1Y | +1.7% | +17.0% | -15.3% | -3.7% |
| 3Y | +58.1% | +183.2% | -125.1% | +10.9% |
| 5Y | +20.6% | +77.3% | -56.6% | -3.9% |
| All | +20.6% | +76.7% | -56.1% | -3.9% |
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