+416.0%
GRMN vs REPL
-6.0%
+422.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | -8.4% | +27.1% | -35.6% | -8.9% |
| 3M | +15.0% | +52.4% | -37.4% | +13.0% |
| 6M | +11.2% | +107.4% | -96.2% | +5.6% |
| YTD | +37.7% | +54.7% | -17.0% | +32.0% |
| 1Y | +18.5% | +158.9% | -140.4% | +9.5% |
| 3Y | +175.8% | -23.7% | +199.5% | +149.1% |
| 5Y | +75.1% | -54.3% | +129.4% | +60.7% |
| All | +416.0% | -6.0% | +422.0% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling