+17.2%
O vs GRMN
+73.8%
-56.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | -1.8% | -1.7% | -3.2% |
| 30D | -3.3% | -12.1% | +8.8% | -1.3% |
| 3M | -2.8% | +18.0% | -20.8% | -5.9% |
| 6M | -5.8% | +13.7% | -19.5% | -8.3% |
| YTD | +9.4% | +35.3% | -25.9% | +2.8% |
| 1Y | +5.7% | +17.2% | -11.6% | +1.8% |
| 3Y | +27.2% | +179.6% | -152.4% | -7.1% |
| 5Y | +17.2% | +75.6% | -58.4% | -6.6% |
| All | +17.2% | +73.8% | -56.6% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling