+324.5%
GIS vs GRMN
+6,655.2%
-6,330.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -7.8% | -2.9% | -5.0% | -7.6% |
| 30D | +6.6% | -8.4% | +15.0% | +7.3% |
| 3M | +21.0% | +15.0% | +6.0% | +19.4% |
| 6M | -9.1% | +11.2% | -20.3% | -10.1% |
| YTD | -13.6% | +37.7% | -51.3% | -16.1% |
| 1Y | -18.0% | +18.5% | -36.5% | -19.5% |
| 3Y | -33.7% | +175.8% | -209.5% | -39.9% |
| 5Y | -19.4% | +75.1% | -94.5% | -24.6% |
| 10Y | -21.3% | +637.0% | -658.3% | -34.7% |
| All | +324.5% | +6,655.2% | -6,330.7% | +218.3% |
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