-30.1%
GFS vs GRMN
+119.5%
-149.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +7.4% | -0.9% | +8.3% | +7.8% |
| 30D | -15.3% | +1.2% | -16.4% | -16.0% |
| 3M | -21.1% | -8.9% | -12.2% | -18.1% |
| 6M | -44.5% | +23.0% | -67.5% | -50.6% |
| YTD | +19.2% | +41.2% | -22.0% | -2.0% |
| 1Y | +27.2% | +47.5% | -20.3% | +2.2% |
| 3Y | -20.1% | +155.8% | -175.9% | -58.9% |
| All | -30.1% | +119.5% | -149.7% | -55.5% |
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