+67.0%
MAR vs GRMN
+179.1%
-112.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -4.7% | -13.1% | +8.4% | -1.2% |
| 3M | -15.6% | +14.9% | -30.5% | -19.6% |
| 6M | +1.2% | +13.1% | -11.9% | -3.2% |
| YTD | +7.5% | +35.3% | -27.8% | -2.8% |
| 1Y | +26.6% | +16.0% | +10.6% | +19.4% |
| All | +67.0% | +179.1% | -112.1% | +32.2% |
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