-54.6%
GTLB vs GRMN
+95.8%
-150.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +21.0% | -11.3% | +32.3% | +30.8% |
| 3M | +51.7% | +17.7% | +34.0% | +34.4% |
| 6M | +89.3% | +14.2% | +75.1% | +68.4% |
| YTD | +25.6% | +37.0% | -11.4% | -3.6% |
| 1Y | -1.5% | +17.0% | -18.5% | -16.1% |
| 3Y | -9.9% | +183.2% | -193.1% | -72.9% |
| All | -54.6% | +95.8% | -150.5% | -82.1% |
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