+183.2%
GRMN vs BAH
-32.1%
+215.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | +0.2% | -4.3% | +4.5% | +0.7% |
| 30D | -11.3% | -4.5% | -6.9% | -10.9% |
| 3M | +17.7% | -7.6% | +25.3% | +18.6% |
| 6M | +14.2% | -10.6% | +24.8% | +15.3% |
| YTD | +37.0% | -12.6% | +49.6% | +38.3% |
| 1Y | +17.0% | -27.0% | +44.0% | +20.4% |
| 3Y | +183.2% | -31.5% | +214.7% | +175.7% |
| All | +183.2% | -32.1% | +215.3% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling