+172.2%
GRMN vs BG
+20.1%
+152.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -1.8% | +3.7% | -5.5% | -1.9% |
| 30D | -12.1% | +12.3% | -24.4% | -12.4% |
| 3M | +18.0% | -2.2% | +20.2% | +18.8% |
| 6M | +13.7% | +5.3% | +8.4% | +13.2% |
| YTD | +35.3% | +42.4% | -7.1% | +29.1% |
| 1Y | +17.2% | +55.2% | -37.9% | +10.2% |
| All | +172.2% | +20.1% | +152.2% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling