+1,887.1%
O vs GRMN
+6,828.2%
-4,941.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | +7.1% | +1.2% | +5.9% | +6.7% |
| 3M | -5.2% | -8.9% | +3.7% | -3.3% |
| 6M | -1.8% | +23.0% | -24.8% | -7.4% |
| YTD | +9.1% | +41.2% | -32.2% | -1.3% |
| 1Y | +9.7% | +47.5% | -37.8% | -1.9% |
| 3Y | +39.1% | +155.8% | -116.6% | +4.6% |
| 5Y | +8.4% | +120.2% | -111.8% | -16.3% |
| 10Y | +80.2% | +629.9% | -549.7% | +2.6% |
| All | +1,887.1% | +6,828.2% | -4,941.1% | +668.0% |
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