+6.4%
LVS vs GRMN
+81.6%
-75.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.9% |
| 7D | -3.5% | +2.4% | -5.9% | -4.3% |
| 30D | -6.2% | -8.5% | +2.2% | -3.5% |
| 3M | -14.8% | +19.5% | -34.3% | -20.7% |
| 6M | -20.9% | +21.2% | -42.0% | -26.8% |
| YTD | -33.0% | +41.0% | -74.1% | -41.7% |
| 1Y | -20.0% | +19.6% | -39.6% | -26.3% |
| 3Y | -6.9% | +183.8% | -190.7% | -45.2% |
| All | +6.4% | +81.6% | -75.2% | -38.7% |
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