+547.6%
P vs GRMN
+958.2%
-410.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +4.8% |
| 7D | +17.8% | -0.1% | +17.9% | +17.9% |
| 30D | -29.9% | +3.5% | -33.4% | -31.6% |
| 3M | -1.2% | -7.3% | +6.2% | +2.3% |
| 6M | +32.1% | +21.8% | +10.4% | +15.5% |
| YTD | +64.3% | +42.8% | +21.5% | +30.2% |
| 1Y | +24.3% | +46.5% | -22.2% | -3.1% |
| 3Y | +203.2% | +158.3% | +44.9% | +57.4% |
| 5Y | +290.4% | +122.6% | +167.8% | +120.1% |
| 10Y | +680.9% | +638.0% | +42.8% | +139.9% |
| All | +547.6% | +958.2% | -410.5% | +79.5% |
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 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