+84.4%
GRMN vs RUN
-81.0%
+165.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.3% |
| 7D | +2.4% | -3.7% | +6.1% | +2.7% |
| 30D | -8.5% | -13.0% | +4.6% | -7.5% |
| 3M | +19.5% | -31.8% | +51.3% | +22.6% |
| 6M | +21.2% | -32.2% | +53.4% | +23.8% |
| YTD | +41.0% | -53.5% | +94.5% | +47.0% |
| 1Y | +19.6% | -46.5% | +66.1% | +22.7% |
| 3Y | +183.8% | -37.6% | +221.4% | +160.1% |
| All | +84.4% | -81.0% | +165.4% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling