+31.0%
PL vs GRMN
+119.5%
-88.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | +10.0% | -0.9% | +10.9% | +10.8% |
| 30D | -2.3% | +1.2% | -3.4% | -3.4% |
| 3M | -44.2% | -8.9% | -35.3% | -41.3% |
| 6M | -66.1% | +23.0% | -89.1% | -71.1% |
| YTD | -30.0% | +41.2% | -71.2% | -46.0% |
| 1Y | +21.0% | +47.5% | -26.5% | -9.3% |
| 3Y | +516.5% | +155.8% | +360.8% | +189.4% |
| All | +31.0% | +119.5% | -88.5% | -26.4% |
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