+2,160.6%
IT vs GRMN
+6,828.2%
-4,667.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -1.8% | +1.2% | -3.0% | -2.2% |
| 3M | +4.8% | -8.9% | +13.7% | +7.5% |
| 6M | +33.0% | +23.0% | +10.0% | +25.1% |
| YTD | -23.8% | +41.2% | -65.1% | -31.3% |
| 1Y | -16.5% | +47.5% | -64.0% | -25.6% |
| 3Y | -53.6% | +155.8% | -209.4% | -65.4% |
| 5Y | -42.1% | +120.2% | -162.3% | -55.2% |
| 10Y | +90.1% | +629.9% | -539.8% | +9.4% |
| All | +2,160.6% | +6,828.2% | -4,667.7% | +631.2% |
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