+637.6%
GRMN vs BAH
+207.1%
+430.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -1.2% |
| 7D | -1.8% | +2.4% | -4.2% | -2.4% |
| 30D | -12.1% | -2.9% | -9.1% | -11.5% |
| 3M | +18.0% | -1.3% | +19.3% | +17.7% |
| 6M | +13.7% | -0.9% | +14.6% | +12.7% |
| YTD | +35.3% | -8.2% | +43.5% | +35.9% |
| 1Y | +17.2% | -24.0% | +41.2% | +23.8% |
| 3Y | +179.6% | -28.1% | +207.7% | +183.3% |
| 5Y | +75.6% | +2.5% | +73.1% | +51.6% |
| All | +637.6% | +207.1% | +430.6% | +360.5% |
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