+75.6%
GRMN vs IBN
+52.7%
+22.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.8% | -5.5% | +3.7% | +0.3% |
| 30D | -12.1% | -3.4% | -8.7% | -11.0% |
| 3M | +18.0% | +8.7% | +9.3% | +13.9% |
| 6M | +13.7% | +3.7% | +10.0% | +11.7% |
| YTD | +35.3% | -2.4% | +37.7% | +35.7% |
| 1Y | +17.2% | -8.1% | +25.3% | +19.9% |
| 3Y | +179.6% | +26.3% | +153.3% | +150.3% |
| 5Y | +75.6% | +54.9% | +20.6% | +41.5% |
| All | +75.6% | +52.7% | +22.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling