+697.1%
PG vs GRMN
+6,536.9%
-5,839.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | -2.6% | -13.1% | +10.5% | -1.1% |
| 3M | -3.3% | +14.9% | -18.3% | -5.1% |
| 6M | -6.7% | +13.1% | -19.8% | -8.3% |
| YTD | +1.7% | +35.3% | -33.5% | -2.2% |
| 1Y | -7.9% | +16.0% | -23.9% | -10.0% |
| 3Y | +0.9% | +179.6% | -178.7% | -12.3% |
| 5Y | +12.6% | +75.0% | -62.4% | +2.6% |
| 10Y | +117.2% | +644.1% | -526.9% | +69.1% |
| All | +697.1% | +6,536.9% | -5,839.9% | +453.6% |
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