+3,242.2%
MO vs GRMN
+6,622.3%
-3,380.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -0.3% | -11.3% | +11.1% | +1.0% |
| 3M | -2.9% | +17.7% | -20.7% | -4.9% |
| 6M | +5.8% | +14.2% | -8.4% | +3.8% |
| YTD | +22.0% | +37.0% | -15.0% | +17.1% |
| 1Y | +10.7% | +17.0% | -6.3% | +8.0% |
| 3Y | +94.4% | +183.2% | -88.8% | +68.5% |
| 5Y | +97.2% | +77.3% | +19.9% | +79.3% |
| 10Y | +103.0% | +630.9% | -527.9% | +58.7% |
| All | +3,242.2% | +6,622.3% | -3,380.1% | +2,244.0% |
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