+7.1%
LOW vs GRMN
+119.5%
-112.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | +21.7% | +1.2% | +20.5% | +21.2% |
| 3M | +5.0% | -8.9% | +13.9% | +8.3% |
| 6M | +4.6% | +23.0% | -18.4% | -4.1% |
| YTD | -3.5% | +41.2% | -44.7% | -16.4% |
| 1Y | +0.5% | +47.5% | -46.9% | -14.3% |
| 3Y | +24.8% | +155.8% | -130.9% | -25.1% |
| All | +7.1% | +119.5% | -112.4% | -30.8% |
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