+5,240.8%
GRMN vs DD
+381.9%
+4,859.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -2.9% | -3.5% | +0.7% | -1.5% |
| 30D | -8.4% | -10.3% | +1.9% | -4.4% |
| 3M | +15.0% | -7.5% | +22.5% | +18.3% |
| 6M | +11.2% | -8.0% | +19.2% | +13.9% |
| YTD | +37.7% | +10.5% | +27.2% | +30.8% |
| 1Y | +18.5% | +38.3% | -19.8% | +2.1% |
| 3Y | +175.8% | +42.5% | +133.3% | +130.2% |
| 5Y | +75.1% | +60.2% | +14.9% | +37.2% |
| 10Y | +637.0% | +68.9% | +568.2% | +424.1% |
| All | +5,240.8% | +381.9% | +4,859.0% | +2,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling