+2,627.5%
NDAQ vs GRMN
+4,879.7%
-2,252.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +1.3% | -0.9% | +2.1% | +1.5% |
| 30D | +18.0% | +1.2% | +16.8% | +17.3% |
| 3M | +11.5% | -8.9% | +20.4% | +14.6% |
| 6M | +21.1% | +23.0% | -1.9% | +11.8% |
| YTD | +12.8% | +41.2% | -28.4% | -0.9% |
| 1Y | +25.7% | +47.5% | -21.8% | +8.8% |
| 3Y | +116.8% | +155.8% | -38.9% | +51.2% |
| 5Y | +67.3% | +120.2% | -52.9% | +21.1% |
| 10Y | +473.3% | +629.9% | -156.6% | +178.2% |
| All | +2,627.5% | +4,879.7% | -2,252.1% | +788.2% |
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 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