+160.0%
GS vs GRMN
+126.9%
+33.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | -0.1% | +1.7% | -1.8% | -0.7% |
| 30D | +3.7% | +10.2% | -6.5% | 0.0% |
| 3M | -10.0% | -4.7% | -5.3% | -8.6% |
| 6M | -1.0% | +22.3% | -23.3% | -9.5% |
| YTD | +7.0% | +46.7% | -39.7% | -9.6% |
| 1Y | +16.6% | +49.6% | -33.0% | -2.3% |
| 3Y | +204.4% | +165.3% | +39.1% | +93.1% |
| 5Y | +160.0% | +130.3% | +29.7% | +68.0% |
| All | +160.0% | +126.9% | +33.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling