+1,201.5%
HD vs GRMN
+7,095.1%
-5,893.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -1.2% | +1.7% | -2.8% | -1.6% |
| 30D | +20.9% | +10.2% | +10.7% | +17.9% |
| 3M | -0.2% | -4.7% | +4.5% | +1.0% |
| 6M | +14.5% | +22.3% | -7.8% | +8.0% |
| YTD | +4.3% | +46.7% | -42.4% | -6.4% |
| 1Y | -3.5% | +49.6% | -53.1% | -13.9% |
| 3Y | +30.1% | +165.3% | -135.2% | -2.6% |
| 5Y | +8.5% | +130.3% | -121.9% | -16.3% |
| 10Y | +245.3% | +658.0% | -412.7% | +100.9% |
| All | +1,201.5% | +7,095.1% | -5,893.6% | +326.6% |
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