+151.8%
HYG vs GRMN
+844.0%
-692.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -0.6% | -12.1% | +11.5% | +0.9% |
| 3M | +0.4% | +18.0% | -17.6% | -1.7% |
| 6M | +1.2% | +13.7% | -12.5% | -0.6% |
| YTD | +1.5% | +35.3% | -33.8% | -2.5% |
| 1Y | +3.2% | +17.2% | -14.1% | +0.6% |
| 3Y | +25.9% | +179.6% | -153.7% | +9.2% |
| 5Y | +18.6% | +75.6% | -57.0% | +7.8% |
| 10Y | +55.8% | +644.2% | -588.4% | +19.9% |
| All | +151.8% | +844.0% | -692.2% | +70.9% |
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