+5,254.1%
PH vs GRMN
+6,655.2%
-1,401.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.1% |
| 30D | -3.2% | -8.4% | +5.2% | -0.4% |
| 3M | +10.6% | +15.0% | -4.4% | +4.5% |
| 6M | -2.1% | +11.2% | -13.3% | -6.6% |
| YTD | +10.2% | +37.7% | -27.5% | -2.4% |
| 1Y | +28.2% | +18.5% | +9.7% | +18.9% |
| 3Y | +134.9% | +175.8% | -40.9% | +60.9% |
| 5Y | +253.6% | +75.1% | +178.5% | +179.2% |
| 10Y | +804.7% | +637.0% | +167.7% | +372.2% |
| All | +5,254.1% | +6,655.2% | -1,401.1% | +1,418.7% |
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