+194.3%
NOK vs GRMN
+190.9%
+3.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +4.1% |
| 7D | +11.0% | +2.4% | +8.5% | +10.5% |
| 30D | +7.8% | -8.5% | +16.3% | +9.5% |
| 3M | -21.0% | +19.5% | -40.5% | -23.9% |
| 6M | +40.9% | +21.2% | +19.7% | +35.2% |
| YTD | +72.0% | +41.0% | +31.0% | +60.2% |
| 1Y | +140.9% | +19.6% | +121.3% | +130.6% |
| 3Y | +194.3% | +183.8% | +10.5% | +154.6% |
| All | +194.3% | +190.9% | +3.3% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling