+557.0%
LEN vs GRMN
+6,655.2%
-6,098.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -3.2% | -2.9% | -0.3% | -2.0% |
| 30D | -4.9% | -8.4% | +3.5% | -1.2% |
| 3M | -8.5% | +15.0% | -23.5% | -14.9% |
| 6M | -20.7% | +11.2% | -31.9% | -25.2% |
| YTD | -17.4% | +37.7% | -55.1% | -29.5% |
| 1Y | -38.2% | +18.5% | -56.7% | -43.9% |
| 3Y | -24.9% | +175.8% | -200.7% | -55.1% |
| 5Y | -11.4% | +75.1% | -86.5% | -35.5% |
| 10Y | +110.0% | +637.0% | -527.0% | -17.1% |
| All | +557.0% | +6,655.2% | -6,098.2% | +28.4% |
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 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