+12.1%
GS vs GRMN
+41.5%
-29.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | +4.7% | -7.9% | -4.0% |
| 30D | -2.4% | +3.4% | -5.8% | -3.2% |
| 3M | -15.7% | -5.0% | -10.7% | -15.2% |
| 6M | -6.8% | +18.6% | -25.4% | -11.2% |
| YTD | -0.1% | +42.5% | -42.6% | -11.3% |
| 1Y | +12.1% | +42.3% | -30.2% | -0.2% |
| All | +12.1% | +41.5% | -29.4% | -0.2% |
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