+18.5%
GRMN vs GFI
+45.3%
-26.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -2.9% | +3.1% | -6.0% | -3.2% |
| 30D | -8.4% | +27.1% | -35.5% | -10.9% |
| 3M | +15.0% | +21.2% | -6.2% | +12.3% |
| 6M | +11.2% | -4.5% | +15.7% | +10.9% |
| YTD | +37.7% | +11.7% | +26.0% | +35.8% |
| 1Y | +18.5% | +46.0% | -27.6% | +16.5% |
| All | +18.5% | +45.3% | -26.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling