+5,268.5%
PH vs GRMN
+6,966.1%
-1,697.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +2.1% | +6.3% | -4.2% | -0.1% |
| 30D | +0.3% | +7.6% | -7.3% | -2.5% |
| 3M | -8.8% | -7.5% | -1.3% | -6.8% |
| 6M | +10.0% | +21.2% | -11.2% | +1.7% |
| YTD | +10.5% | +44.0% | -33.6% | -4.0% |
| 1Y | +15.5% | +44.7% | -29.2% | +0.2% |
| 3Y | +136.4% | +160.5% | -24.2% | +64.7% |
| 5Y | +213.6% | +124.6% | +89.0% | +128.2% |
| 10Y | +713.9% | +651.6% | +62.3% | +319.6% |
| All | +5,268.5% | +6,966.1% | -1,697.6% | +1,394.2% |
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