+230.7%
GM vs GRMN
+1,422.6%
-1,191.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | -1.1% | -1.4% | +0.3% | -0.4% |
| 30D | -4.6% | -13.1% | +8.5% | +1.7% |
| 3M | +0.2% | +14.9% | -14.7% | -7.2% |
| 6M | +12.6% | +13.1% | -0.5% | +4.8% |
| YTD | +3.7% | +35.3% | -31.6% | -11.7% |
| 1Y | +45.6% | +16.0% | +29.6% | +32.6% |
| 3Y | +162.0% | +179.6% | -17.6% | +45.5% |
| 5Y | +80.5% | +75.0% | +5.5% | +25.2% |
| 10Y | +231.3% | +644.1% | -412.8% | +24.5% |
| All | +230.7% | +1,422.6% | -1,191.9% | -18.1% |
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