+1,172.4%
HD vs GRMN
+6,890.4%
-5,718.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +4.3% | +4.7% | -0.4% | +3.2% |
| 30D | +20.2% | +3.4% | +16.8% | +19.1% |
| 3M | -1.0% | -5.0% | +4.0% | +0.2% |
| 6M | +7.9% | +18.6% | -10.7% | +2.6% |
| YTD | +2.0% | +42.5% | -40.5% | -7.8% |
| 1Y | -4.3% | +42.3% | -46.6% | -13.5% |
| 3Y | +25.9% | +158.5% | -132.5% | -5.1% |
| 5Y | +5.8% | +123.6% | -117.7% | -17.7% |
| 10Y | +262.5% | +682.5% | -420.0% | +109.8% |
| All | +1,172.4% | +6,890.4% | -5,718.0% | +320.1% |
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