-35.4%
GIS vs GRMN
+179.1%
-214.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -8.6% | -1.4% | -7.2% | -8.6% |
| 30D | -0.5% | -13.1% | +12.6% | 0.0% |
| 3M | +11.9% | +14.9% | -3.0% | +11.4% |
| 6M | -11.6% | +13.1% | -24.7% | -12.0% |
| YTD | -16.3% | +35.3% | -51.6% | -17.0% |
| 1Y | -21.8% | +16.0% | -37.7% | -22.1% |
| All | -35.4% | +179.1% | -214.5% | -36.9% |
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 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