+1,269.2%
GS vs GRMN
+6,890.4%
-5,621.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | +4.7% | -7.9% | -4.7% |
| 30D | -2.4% | +3.4% | -5.8% | -3.7% |
| 3M | -15.7% | -5.0% | -10.7% | -14.5% |
| 6M | -6.8% | +18.6% | -25.4% | -13.1% |
| YTD | -0.1% | +42.5% | -42.6% | -12.8% |
| 1Y | +12.1% | +42.3% | -30.2% | -2.2% |
| 3Y | +185.8% | +158.5% | +27.3% | +99.5% |
| 5Y | +140.1% | +123.6% | +16.5% | +74.0% |
| 10Y | +505.2% | +682.5% | -177.3% | +195.7% |
| All | +1,269.2% | +6,890.4% | -5,621.2% | +300.0% |
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 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