+97.5%
KEY vs GRMN
+7,095.1%
-6,997.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | -0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | +6.7% | +10.2% | -3.5% | +2.8% |
| 3M | -4.6% | -4.7% | +0.1% | -3.2% |
| 6M | +2.6% | +22.3% | -19.7% | -6.1% |
| YTD | +7.0% | +46.7% | -39.7% | -9.1% |
| 1Y | +23.5% | +49.6% | -26.2% | +4.1% |
| 3Y | +126.4% | +165.3% | -38.9% | +50.8% |
| 5Y | +13.0% | +130.3% | -117.3% | -21.3% |
| 10Y | +99.5% | +658.0% | -558.5% | -6.2% |
| All | +97.5% | +7,095.1% | -6,997.5% | -48.1% |
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 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