+666.0%
GRMN vs DD
+66.6%
+599.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +4.0% |
| 7D | +2.0% | -3.5% | +5.5% | +3.5% |
| 30D | -8.8% | -11.7% | +2.8% | -4.1% |
| 3M | +19.0% | -9.2% | +28.2% | +23.3% |
| 6M | +20.7% | -7.2% | +27.9% | +23.2% |
| YTD | +40.5% | +6.6% | +33.9% | +35.1% |
| 1Y | +19.1% | +32.0% | -12.9% | +4.2% |
| 3Y | +182.7% | +42.1% | +140.6% | +134.5% |
| 5Y | +82.3% | +58.1% | +24.2% | +42.2% |
| All | +666.0% | +66.6% | +599.4% | +402.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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