+5,147.7%
GRMN vs GFI
+2,472.4%
+2,675.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -1.8% | -5.1% | +3.4% | -1.5% |
| 30D | -12.1% | +13.4% | -25.5% | -12.9% |
| 3M | +18.0% | +36.2% | -18.2% | +15.3% |
| 6M | +13.7% | -9.8% | +23.5% | +14.0% |
| YTD | +35.3% | +7.7% | +27.6% | +33.7% |
| 1Y | +17.2% | +27.2% | -9.9% | +14.2% |
| 3Y | +179.6% | +300.3% | -120.7% | +148.8% |
| 5Y | +75.6% | +539.8% | -464.2% | +48.4% |
| 10Y | +644.2% | +1,058.5% | -414.3% | +475.3% |
| All | +5,147.7% | +2,472.4% | +2,675.3% | +3,704.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling