+2,145.2%
IT vs GRMN
+6,905.4%
-4,760.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.4% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | -3.1% | +3.5% | -6.6% | -4.0% |
| 3M | +6.3% | -7.3% | +13.7% | +8.5% |
| 6M | +24.8% | +21.8% | +3.0% | +17.7% |
| YTD | -24.4% | +42.8% | -67.2% | -31.9% |
| 1Y | -17.1% | +46.5% | -63.5% | -26.0% |
| 3Y | -53.6% | +158.3% | -211.9% | -65.5% |
| 5Y | -42.5% | +122.6% | -165.2% | -55.6% |
| 10Y | +88.8% | +638.0% | -549.2% | +8.3% |
| All | +2,145.2% | +6,905.4% | -4,760.2% | +624.0% |
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