+10.1%
IR vs GRMN
+184.1%
-174.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.8% | -2.9% | 0.0% | -1.9% |
| 30D | -15.1% | -8.4% | -6.7% | -12.7% |
| 3M | +6.1% | +15.0% | -8.9% | +0.6% |
| 6M | -16.8% | +11.2% | -28.0% | -20.3% |
| YTD | -3.5% | +37.7% | -41.2% | -14.0% |
| 1Y | -3.5% | +18.5% | -22.0% | -10.2% |
| All | +10.1% | +184.1% | -174.0% | -20.4% |
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