+810.0%
GRMN vs RUN
-29.4%
+839.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | +0.2% | +10.2% | -10.0% | -0.7% |
| 30D | -11.3% | -9.6% | -1.7% | -10.6% |
| 3M | +17.7% | -31.5% | +49.2% | +21.2% |
| 6M | +14.2% | -18.7% | +32.9% | +15.1% |
| YTD | +37.0% | -49.9% | +86.9% | +42.8% |
| 1Y | +17.0% | -45.5% | +62.5% | +20.3% |
| 3Y | +183.2% | -34.1% | +217.3% | +156.4% |
| 5Y | +77.3% | -79.4% | +156.7% | +71.7% |
| 10Y | +630.9% | +48.9% | +581.9% | +444.5% |
| All | +810.0% | -29.4% | +839.4% | +584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling