+37.3%
IR vs GRMN
+75.7%
-38.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.5% |
| 7D | -1.9% | -1.4% | -0.5% | -1.3% |
| 30D | -15.0% | -13.1% | -2.0% | -9.9% |
| 3M | -0.4% | +14.9% | -15.4% | -7.0% |
| 6M | -15.0% | +13.1% | -28.2% | -20.2% |
| YTD | -7.1% | +35.3% | -42.3% | -19.6% |
| 1Y | -7.5% | +16.0% | -23.5% | -15.0% |
| 3Y | +6.3% | +179.6% | -173.3% | -41.1% |
| 5Y | +37.3% | +75.0% | -37.7% | -11.3% |
| All | +37.3% | +75.7% | -38.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling