+16.0%
GS vs GRMN
+44.3%
-28.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +5.9% | -0.9% | +6.7% | +6.1% |
| 30D | +4.3% | +1.2% | +3.1% | +4.0% |
| 3M | -11.7% | -8.9% | -2.7% | -10.4% |
| 6M | -3.2% | +23.0% | -26.2% | -9.2% |
| YTD | +5.8% | +41.2% | -35.4% | -5.7% |
| 1Y | +16.0% | +47.5% | -31.5% | +1.3% |
| All | +16.0% | +44.3% | -28.2% | +1.3% |
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