+19.6%
GRMN vs BG
+53.0%
-33.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +6.0% | +4.0% |
| 7D | +2.4% | +3.1% | -0.7% | +3.0% |
| 30D | -8.5% | +10.2% | -18.7% | -7.0% |
| 3M | +19.5% | -1.7% | +21.1% | +21.1% |
| 6M | +21.2% | +1.0% | +20.2% | +22.4% |
| YTD | +41.0% | +39.9% | +1.1% | +37.8% |
| 1Y | +19.6% | +53.2% | -33.6% | +15.9% |
| All | +19.6% | +53.0% | -33.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling