-61.3%
JD vs GRMN
+75.1%
-136.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | -13.2% | -8.4% | -4.7% | -10.7% |
| 3M | -3.2% | +15.0% | -18.2% | -8.5% |
| 6M | +15.2% | +11.2% | +4.0% | +10.0% |
| YTD | +2.0% | +37.7% | -35.7% | -10.2% |
| 1Y | -5.4% | +18.5% | -23.9% | -12.3% |
| 3Y | -9.1% | +175.8% | -184.9% | -48.1% |
| All | -61.3% | +75.1% | -136.4% | -77.7% |
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