-55.4%
GTLB vs GRMN
+93.4%
-148.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -0.9% |
| 7D | -6.6% | -1.4% | -5.2% | -5.7% |
| 30D | +13.7% | -13.1% | +26.8% | +24.5% |
| 3M | +52.9% | +14.9% | +38.0% | +37.6% |
| 6M | +88.5% | +13.1% | +75.4% | +68.6% |
| YTD | +23.4% | +35.3% | -11.8% | -4.5% |
| 1Y | -3.8% | +16.0% | -19.8% | -17.6% |
| 3Y | -11.5% | +179.6% | -191.1% | -73.2% |
| All | -55.4% | +93.4% | -148.8% | -82.2% |
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