+1,062.4%
GRMN vs BTG
+385.9%
+676.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.3% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | -13.1% | +9.5% | -22.6% | -13.5% |
| 3M | +14.9% | +38.5% | -23.6% | +13.0% |
| 6M | +13.1% | +5.6% | +7.5% | +12.4% |
| YTD | +35.3% | +23.9% | +11.4% | +33.3% |
| 1Y | +16.0% | +32.1% | -16.1% | +13.8% |
| 3Y | +179.6% | +103.2% | +76.4% | +167.7% |
| 5Y | +75.0% | +79.7% | -4.7% | +67.6% |
| 10Y | +644.1% | +159.1% | +485.0% | +594.2% |
| All | +1,062.4% | +385.9% | +676.5% | +891.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling