+2,327.9%
NDAQ vs GRMN
+4,755.3%
-2,427.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.4% | -2.9% | +0.4% | -1.5% |
| 30D | +2.5% | -8.4% | +10.9% | +5.4% |
| 3M | +9.9% | +15.0% | -5.1% | +4.3% |
| 6M | +9.4% | +11.2% | -1.8% | +4.5% |
| YTD | +0.4% | +37.7% | -37.3% | -10.8% |
| 1Y | +4.0% | +18.5% | -14.4% | -3.2% |
| 3Y | +94.4% | +175.8% | -81.4% | +32.1% |
| 5Y | +56.7% | +75.1% | -18.4% | +22.4% |
| 10Y | +375.3% | +637.0% | -261.7% | +130.6% |
| All | +2,327.9% | +4,755.3% | -2,427.4% | +699.7% |
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