+184.7%
GRMN vs REPL
-25.2%
+209.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | -0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.9% |
| 30D | -8.4% | +27.1% | -35.6% | -8.2% |
| 3M | +15.0% | +52.4% | -37.4% | +16.3% |
| 6M | +11.2% | +107.4% | -96.2% | +13.6% |
| YTD | +37.7% | +54.7% | -17.0% | +40.4% |
| 1Y | +18.5% | +158.9% | -140.4% | +21.8% |
| All | +184.7% | -25.2% | +209.9% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling