-12.2%
LEN vs GRMN
+122.0%
-134.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.0% |
| 7D | -8.7% | -0.1% | -8.7% | -8.7% |
| 30D | +11.6% | +3.5% | +8.0% | +9.9% |
| 3M | -1.3% | -7.3% | +6.1% | +2.0% |
| 6M | -1.4% | +21.8% | -23.2% | -11.1% |
| YTD | -16.9% | +42.8% | -59.7% | -31.1% |
| 1Y | -31.2% | +46.5% | -77.6% | -43.6% |
| 3Y | -25.6% | +158.3% | -183.9% | -60.9% |
| All | -12.2% | +122.0% | -134.2% | -50.4% |
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