+23.9%
IP vs GRMN
+176.7%
-152.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -5.3% | -2.9% | -2.4% | -4.3% |
| 30D | -10.9% | -8.4% | -2.4% | -8.2% |
| 3M | +11.2% | +15.0% | -3.8% | +5.4% |
| 6M | -10.2% | +11.2% | -21.4% | -14.2% |
| YTD | -2.0% | +37.7% | -39.7% | -13.2% |
| 1Y | -19.1% | +18.5% | -37.6% | -24.7% |
| All | +23.9% | +176.7% | -152.8% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling