-22.8%
LYB vs GRMN
+190.9%
-213.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.2% | -1.9% |
| 7D | +0.3% | +2.4% | -2.2% | -0.3% |
| 30D | +2.5% | -8.5% | +10.9% | +4.4% |
| 3M | +1.4% | +19.5% | -18.1% | -3.2% |
| 6M | -3.5% | +21.2% | -24.7% | -9.0% |
| YTD | +52.0% | +41.0% | +10.9% | +35.7% |
| 1Y | +22.1% | +19.6% | +2.5% | +14.5% |
| 3Y | -22.8% | +183.8% | -206.6% | -38.0% |
| All | -22.8% | +190.9% | -213.7% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling