+411.4%
MS vs GRMN
+6,910.7%
-6,499.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.6% |
| 7D | -3.4% | +2.3% | -5.7% | -4.3% |
| 30D | -3.9% | +2.6% | -6.5% | -5.2% |
| 3M | -15.9% | -5.0% | -10.9% | -14.5% |
| 6M | -2.5% | +23.1% | -25.6% | -12.2% |
| YTD | +5.1% | +42.9% | -37.8% | -11.5% |
| 1Y | +13.0% | +41.7% | -28.7% | -4.6% |
| 3Y | +160.7% | +160.7% | -0.1% | +63.9% |
| 5Y | +114.0% | +124.2% | -10.2% | +41.6% |
| 10Y | +637.5% | +684.8% | -47.3% | +194.7% |
| All | +411.4% | +6,910.7% | -6,499.3% | -7.4% |
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