+291.3%
IR vs GRMN
+566.2%
-274.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.8% | -2.9% | 0.0% | -1.4% |
| 30D | -15.1% | -8.4% | -6.7% | -11.4% |
| 3M | +6.1% | +15.0% | -8.9% | -2.3% |
| 6M | -16.8% | +11.2% | -28.0% | -22.2% |
| YTD | -3.5% | +37.7% | -41.2% | -19.6% |
| 1Y | -3.5% | +18.5% | -22.0% | -13.6% |
| 3Y | +9.5% | +175.8% | -166.3% | -43.2% |
| 5Y | +45.1% | +75.1% | -30.0% | -2.5% |
| All | +291.3% | +566.2% | -274.9% | +23.8% |
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