-56.5%
NOK vs GRMN
+6,622.3%
-6,678.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | +7.3% | +0.2% | +7.1% | +7.2% |
| 30D | +13.8% | -11.3% | +25.1% | +18.2% |
| 3M | -27.0% | +17.7% | -44.7% | -31.6% |
| 6M | +37.6% | +14.2% | +23.4% | +30.2% |
| YTD | +64.6% | +37.0% | +27.6% | +46.5% |
| 1Y | +132.0% | +17.0% | +115.0% | +116.7% |
| 3Y | +183.7% | +183.2% | +0.5% | +90.7% |
| 5Y | +101.3% | +77.3% | +24.0% | +56.6% |
| 10Y | +122.4% | +630.9% | -508.5% | +8.0% |
| All | -56.5% | +6,622.3% | -6,678.8% | -91.1% |
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