+13.4%
PG vs GRMN
+81.6%
-68.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | +0.8% | -8.5% | +9.3% | +1.6% |
| 3M | -1.3% | +19.5% | -20.8% | -3.2% |
| 6M | -3.8% | +21.2% | -25.0% | -5.8% |
| YTD | +3.6% | +41.0% | -37.4% | -0.2% |
| 1Y | -5.7% | +19.6% | -25.3% | -7.7% |
| 3Y | +1.6% | +183.8% | -182.2% | -15.1% |
| All | +13.4% | +81.6% | -68.2% | -3.0% |
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