+1,542.5%
GS vs GRMN
+6,655.2%
-5,112.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.9% |
| 30D | -1.6% | -8.4% | +6.9% | +1.3% |
| 3M | -4.5% | +15.0% | -19.5% | -9.9% |
| 6M | +20.9% | +11.2% | +9.7% | +15.3% |
| YTD | +19.9% | +37.7% | -17.8% | +6.1% |
| 1Y | +41.4% | +18.5% | +22.9% | +31.1% |
| 3Y | +239.2% | +175.8% | +63.4% | +131.9% |
| 5Y | +185.0% | +75.1% | +109.9% | +123.9% |
| 10Y | +655.0% | +637.0% | +17.9% | +276.8% |
| All | +1,542.5% | +6,655.2% | -5,112.7% | +386.6% |
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 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