+597.9%
GRMN vs BAH
+198.8%
+399.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | +1.2% | +20.8% | -19.6% | -3.7% |
| 3M | -8.9% | +11.6% | -20.5% | -11.8% |
| 6M | +23.0% | +23.1% | -0.1% | +15.1% |
| YTD | +41.2% | +5.3% | +36.0% | +36.5% |
| 1Y | +47.5% | +6.1% | +41.4% | +41.9% |
| 3Y | +155.8% | -27.5% | +183.2% | +161.6% |
| 5Y | +120.2% | +6.2% | +114.0% | +90.7% |
| All | +597.9% | +198.8% | +399.1% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling