+77.3%
GRMN vs REPL
-53.9%
+131.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | +0.2% | -5.7% | +5.9% | +0.2% |
| 30D | -11.3% | +22.5% | -33.8% | -11.4% |
| 3M | +17.7% | +64.7% | -46.9% | +17.5% |
| 6M | +14.2% | +83.0% | -68.9% | +13.3% |
| YTD | +37.0% | +52.0% | -14.9% | +36.2% |
| 1Y | +17.0% | +144.5% | -127.5% | +14.9% |
| 3Y | +183.2% | -25.1% | +208.3% | +182.5% |
| 5Y | +77.3% | -52.9% | +130.1% | +70.5% |
| All | +77.3% | -53.9% | +131.2% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling