+170.5%
GM vs GRMN
+189.8%
-19.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.6% |
| 7D | -2.4% | +2.0% | -4.5% | -3.0% |
| 30D | -1.1% | -8.8% | +7.7% | +1.3% |
| 3M | +6.1% | +19.0% | -12.9% | +0.3% |
| 6M | +15.0% | +20.7% | -5.8% | +8.1% |
| YTD | +6.0% | +40.5% | -34.5% | -4.6% |
| 1Y | +47.1% | +19.1% | +28.0% | +37.8% |
| 3Y | +170.5% | +182.7% | -12.2% | +115.6% |
| All | +170.5% | +189.8% | -19.3% | +115.6% |
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 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