+403.1%
PL vs GRMN
+161.0%
+242.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.2% | -9.7% |
| 7D | -20.5% | +2.3% | -22.9% | -21.6% |
| 30D | -38.8% | +2.6% | -41.3% | -39.9% |
| 3M | -49.1% | -5.0% | -44.2% | -48.1% |
| 6M | -69.4% | +23.1% | -92.5% | -73.1% |
| YTD | -42.3% | +42.9% | -85.3% | -53.8% |
| 1Y | -14.2% | +41.7% | -55.9% | -30.7% |
| All | +403.1% | +161.0% | +242.1% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling