+202.0%
GS vs GRMN
+163.9%
+38.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.0% |
| 7D | +0.8% | +6.4% | -5.5% | -1.0% |
| 30D | +1.2% | +8.7% | -7.5% | -1.4% |
| 3M | -12.4% | -5.8% | -6.6% | -11.0% |
| 6M | -2.3% | +22.5% | -24.9% | -9.6% |
| YTD | +4.6% | +45.6% | -41.0% | -9.2% |
| 1Y | +17.5% | +47.5% | -29.9% | +1.5% |
| 3Y | +202.0% | +166.2% | +35.8% | +111.6% |
| All | +202.0% | +163.9% | +38.2% | +111.6% |
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