+5,147.3%
GRMN vs DVA
+4,063.3%
+1,084.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -1.4% | +2.0% | -3.4% | -1.8% |
| 30D | -13.1% | -0.4% | -12.7% | -13.1% |
| 3M | +14.9% | -7.7% | +22.6% | +16.3% |
| 6M | +13.1% | +20.0% | -6.9% | +7.4% |
| YTD | +35.3% | +61.1% | -25.8% | +19.1% |
| 1Y | +16.0% | +33.9% | -17.9% | +6.4% |
| 3Y | +179.6% | +91.5% | +88.1% | +128.0% |
| 5Y | +75.0% | +41.8% | +33.2% | +48.8% |
| 10Y | +644.1% | +187.5% | +456.6% | +404.4% |
| All | +5,147.3% | +4,063.3% | +1,084.1% | +2,280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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