+1,274.2%
GS vs GRMN
+6,910.7%
-5,636.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.0% |
| 7D | -6.3% | +2.3% | -8.6% | -7.0% |
| 30D | -3.1% | +2.6% | -5.7% | -4.1% |
| 3M | -17.7% | -5.0% | -12.7% | -16.5% |
| 6M | -4.6% | +23.1% | -27.6% | -12.2% |
| YTD | +0.3% | +42.9% | -42.6% | -12.5% |
| 1Y | +11.7% | +41.7% | -30.0% | -2.4% |
| 3Y | +183.6% | +160.7% | +22.8% | +97.4% |
| 5Y | +141.0% | +124.2% | +16.8% | +74.5% |
| 10Y | +507.4% | +684.8% | -177.3% | +196.5% |
| All | +1,274.2% | +6,910.7% | -5,636.5% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling