+172.2%
GRMN vs RUN
-38.5%
+210.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -1.8% | -3.4% | +1.6% | -1.6% |
| 30D | -12.1% | -14.0% | +1.9% | -11.4% |
| 3M | +18.0% | -27.5% | +45.5% | +19.7% |
| 6M | +13.7% | -29.0% | +42.7% | +15.1% |
| YTD | +35.3% | -53.1% | +88.4% | +39.1% |
| 1Y | +17.2% | -46.7% | +64.0% | +19.6% |
| All | +172.2% | -38.5% | +210.7% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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