+490.8%
LITE vs GRMN
+122.2%
+368.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | +4.7% | -40.7% | -37.4% |
| 30D | -51.5% | +3.4% | -54.9% | -52.6% |
| 3M | -35.7% | -5.0% | -30.7% | -34.7% |
| 6M | -43.0% | +18.6% | -61.5% | -48.9% |
| YTD | +46.1% | +42.5% | +3.6% | +18.0% |
| 1Y | +124.7% | +42.3% | +82.4% | +82.0% |
| 3Y | +1,172.1% | +158.5% | +1,013.6% | +628.9% |
| All | +490.8% | +122.2% | +368.6% | +250.7% |
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