+183.5%
MAR vs GRMN
+119.5%
+64.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +13.8% | +1.2% | +12.6% | +13.1% |
| 3M | +20.3% | -8.9% | +29.2% | +23.7% |
| 6M | +21.3% | +23.0% | -1.7% | +10.7% |
| YTD | +37.2% | +41.2% | -4.0% | +17.9% |
| 1Y | +48.4% | +47.5% | +1.0% | +25.3% |
| 3Y | +120.1% | +155.8% | -35.6% | +38.0% |
| All | +183.5% | +119.5% | +64.0% | +91.6% |
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