-27.4%
ON vs GRMN
+182.7%
-210.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -2.2% | +0.2% | -2.3% | -2.2% |
| 30D | -12.4% | -11.3% | -1.1% | -8.0% |
| 3M | -41.2% | +17.7% | -58.9% | -46.0% |
| 6M | +25.0% | +14.2% | +10.8% | +16.4% |
| YTD | +31.3% | +37.0% | -5.8% | +11.7% |
| 1Y | +45.4% | +17.0% | +28.4% | +32.8% |
| 3Y | -27.4% | +183.2% | -210.6% | -49.7% |
| All | -27.4% | +182.7% | -210.1% | -49.7% |
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