+807.7%
GRMN vs USFR
+27.5%
+780.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | -8.4% | +0.3% | -8.7% | -8.6% |
| 3M | +15.0% | +1.0% | +14.0% | +14.3% |
| 6M | +11.2% | +1.9% | +9.3% | +9.8% |
| YTD | +37.7% | +2.6% | +35.1% | +35.4% |
| 1Y | +18.5% | +4.0% | +14.5% | +15.5% |
| 3Y | +175.8% | +14.1% | +161.7% | +154.5% |
| 5Y | +75.1% | +20.4% | +54.7% | +56.9% |
| 10Y | +637.0% | +28.0% | +609.0% | +542.6% |
| All | +807.7% | +27.5% | +780.2% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling