+485.4%
P vs GRMN
+920.4%
-435.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +6.5% | -2.9% | +9.4% | +8.2% |
| 30D | +18.8% | -8.4% | +27.3% | +24.6% |
| 3M | +26.7% | +15.0% | +11.7% | +15.2% |
| 6M | +62.2% | +11.2% | +51.0% | +49.7% |
| YTD | +48.5% | +37.7% | +10.8% | +20.8% |
| 1Y | +26.4% | +18.5% | +7.9% | +11.1% |
| 3Y | +159.4% | +175.8% | -16.4% | +28.6% |
| 5Y | +275.8% | +75.1% | +200.7% | +146.3% |
| 10Y | +732.0% | +637.0% | +95.0% | +159.8% |
| All | +485.4% | +920.4% | -435.0% | +66.6% |
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 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