-54.0%
IT vs GRMN
+158.7%
-212.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | -3.1% | +3.5% | -6.6% | -4.1% |
| 3M | +6.3% | -7.3% | +13.7% | +8.6% |
| 6M | +24.8% | +21.8% | +3.0% | +17.3% |
| YTD | -24.4% | +42.8% | -67.2% | -32.5% |
| 1Y | -17.1% | +46.5% | -63.5% | -26.6% |
| All | -54.0% | +158.7% | -212.6% | -65.1% |
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