+183.8%
GRMN vs USFR
+14.1%
+169.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.2% | +3.9% |
| 7D | +2.4% | +0.1% | +2.3% | +1.8% |
| 30D | -8.5% | +0.4% | -8.8% | -9.9% |
| 3M | +19.5% | +1.0% | +18.4% | +14.3% |
| 6M | +21.2% | +2.0% | +19.2% | +10.3% |
| YTD | +41.0% | +2.8% | +38.3% | +22.4% |
| 1Y | +19.6% | +4.1% | +15.5% | -4.4% |
| 3Y | +183.8% | +14.1% | +169.6% | +69.7% |
| All | +183.8% | +14.1% | +169.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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