+287.7%
GIS vs GRMN
+6,828.2%
-6,540.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | +6.9% | +1.2% | +5.7% | +6.8% |
| 3M | -10.1% | -8.9% | -1.2% | -9.5% |
| 6M | +5.9% | +23.0% | -17.1% | +3.9% |
| YTD | -21.1% | +41.2% | -62.3% | -23.6% |
| 1Y | -22.5% | +47.5% | -70.0% | -25.2% |
| 3Y | -39.0% | +155.8% | -194.7% | -44.4% |
| 5Y | -33.3% | +120.2% | -153.5% | -38.8% |
| 10Y | -17.0% | +629.9% | -646.9% | -31.3% |
| All | +287.7% | +6,828.2% | -6,540.6% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling