+669.0%
GRMN vs BTG
+159.3%
+509.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.9% | +4.2% |
| 7D | +2.4% | -3.8% | +6.2% | +2.7% |
| 30D | -8.5% | +3.6% | -12.1% | -8.7% |
| 3M | +19.5% | +32.0% | -12.6% | +16.8% |
| 6M | +21.2% | +3.4% | +17.8% | +20.2% |
| YTD | +41.0% | +20.8% | +20.3% | +38.3% |
| 1Y | +19.6% | +22.4% | -2.8% | +16.9% |
| 3Y | +183.8% | +91.7% | +92.1% | +166.9% |
| 5Y | +83.0% | +79.0% | +4.0% | +71.7% |
| All | +669.0% | +159.3% | +509.7% | +628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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