+2,074.9%
MAR vs GRMN
+6,655.2%
-4,580.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.2% | -2.9% | -1.3% | -3.3% |
| 30D | -6.7% | -8.4% | +1.8% | -4.1% |
| 3M | -12.5% | +15.0% | -27.5% | -17.1% |
| 6M | +0.6% | +11.2% | -10.6% | -3.9% |
| YTD | +9.1% | +37.7% | -28.6% | -3.0% |
| 1Y | +26.2% | +18.5% | +7.7% | +17.2% |
| 3Y | +68.2% | +175.8% | -107.7% | +15.8% |
| 5Y | +163.9% | +75.1% | +88.8% | +108.1% |
| 10Y | +420.6% | +637.0% | -216.5% | +163.9% |
| All | +2,074.9% | +6,655.2% | -4,580.3% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling