+1,093.6%
NI vs GRMN
+6,828.2%
-5,734.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | +12.4% | +1.2% | +11.2% | +12.1% |
| 3M | +10.2% | -8.9% | +19.1% | +11.7% |
| 6M | -0.8% | +23.0% | -23.8% | -4.7% |
| YTD | +13.2% | +41.2% | -28.0% | +5.8% |
| 1Y | +10.1% | +47.5% | -37.4% | +2.1% |
| 3Y | +103.1% | +155.8% | -52.6% | +68.7% |
| 5Y | +115.5% | +120.2% | -4.6% | +81.9% |
| 10Y | +195.5% | +629.9% | -434.4% | +106.4% |
| All | +1,093.6% | +6,828.2% | -5,734.6% | +539.3% |
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