+185.8%
GS vs GRMN
+160.2%
+25.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | +4.7% | -7.9% | -4.5% |
| 30D | -2.4% | +3.4% | -5.8% | -3.5% |
| 3M | -15.7% | -5.0% | -10.7% | -14.6% |
| 6M | -6.8% | +18.6% | -25.4% | -12.8% |
| YTD | -0.1% | +42.5% | -42.6% | -12.7% |
| 1Y | +12.1% | +42.3% | -30.2% | -2.1% |
| 3Y | +185.8% | +158.5% | +27.3% | +105.8% |
| All | +185.8% | +160.2% | +25.5% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling