-17.9%
GFS vs GRMN
+158.7%
-176.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +17.2% | -0.1% | +17.3% | +17.3% |
| 30D | -8.7% | +3.5% | -12.3% | -9.7% |
| 3M | -19.7% | -7.3% | -12.3% | -18.1% |
| 6M | -40.7% | +21.8% | -62.5% | -44.4% |
| YTD | +22.5% | +42.8% | -20.3% | +8.8% |
| 1Y | +25.2% | +46.5% | -21.2% | +10.3% |
| All | -17.9% | +158.7% | -176.6% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling