+22.5%
ON vs GRMN
+122.1%
-99.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.4% |
| 7D | -4.1% | +6.3% | -10.5% | -7.7% |
| 30D | -10.2% | +7.6% | -17.8% | -14.4% |
| 3M | -12.7% | -7.5% | -5.3% | -8.8% |
| 6M | -32.5% | +21.2% | -53.8% | -41.7% |
| YTD | +28.6% | +44.0% | -15.5% | -2.3% |
| 1Y | +43.4% | +44.7% | -1.3% | +8.5% |
| 3Y | +3.3% | +160.5% | -157.2% | -56.6% |
| 5Y | +22.5% | +124.6% | -102.1% | -37.5% |
| All | +22.5% | +122.1% | -99.6% | -37.5% |
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