+2,666.5%
NDAQ vs GRMN
+4,978.7%
-2,312.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +2.9% | +6.3% | -3.5% | +0.8% |
| 30D | +17.5% | +7.6% | +9.9% | +14.5% |
| 3M | +15.4% | -7.5% | +22.9% | +18.0% |
| 6M | +24.6% | +21.2% | +3.4% | +15.6% |
| YTD | +14.4% | +44.0% | -29.6% | -0.1% |
| 1Y | +26.9% | +44.7% | -17.8% | +10.6% |
| 3Y | +119.8% | +160.5% | -40.7% | +52.4% |
| 5Y | +70.5% | +124.6% | -54.1% | +22.7% |
| 10Y | +475.8% | +651.6% | -175.8% | +176.8% |
| All | +2,666.5% | +4,978.7% | -2,312.2% | +795.3% |
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