+14.5%
GS vs GRMN
+44.5%
-29.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +1.6% | +6.3% | -4.8% | +0.4% |
| 30D | +1.7% | +7.6% | -5.9% | +0.1% |
| 3M | -11.6% | -7.5% | -4.1% | -10.6% |
| 6M | -1.9% | +21.2% | -23.1% | -7.3% |
| YTD | +5.1% | +44.0% | -39.0% | -7.3% |
| All | +14.5% | +44.5% | -29.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling