-40.7%
GFS vs GRMN
+18.0%
-58.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.5% |
| 7D | +17.2% | -0.1% | +17.3% | +17.2% |
| 30D | -8.7% | +3.5% | -12.3% | -8.6% |
| 3M | -19.7% | -7.3% | -12.3% | -19.2% |
| 6M | -40.7% | +21.8% | -62.5% | -42.6% |
| All | -40.7% | +18.0% | -58.7% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling