-25.2%
GIS vs GRMN
+73.8%
-99.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -8.4% | -1.8% | -6.6% | -8.3% |
| 30D | -5.2% | -12.1% | +6.9% | -4.5% |
| 3M | +8.2% | +18.0% | -9.8% | +7.1% |
| 6M | -12.0% | +13.7% | -25.7% | -12.8% |
| YTD | -18.9% | +35.3% | -54.2% | -20.3% |
| 1Y | -23.6% | +17.2% | -40.9% | -24.4% |
| 3Y | -37.6% | +179.6% | -217.2% | -43.2% |
| 5Y | -25.2% | +75.6% | -100.7% | -25.0% |
| All | -25.2% | +73.8% | -99.0% | -25.0% |
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