+21.9%
P vs GRMN
+23.0%
-1.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.3% |
| 7D | -4.7% | +1.7% | -6.4% | -4.8% |
| 30D | -31.4% | +10.2% | -41.6% | -32.1% |
| 3M | -2.6% | -4.7% | +2.1% | -2.6% |
| 6M | +21.9% | +22.3% | -0.3% | +16.3% |
| All | +21.9% | +23.0% | -1.1% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling