+39.5%
PL vs GRMN
+122.1%
-82.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +5.6% | +6.3% | -0.7% | +1.6% |
| 30D | -16.9% | +7.6% | -24.5% | -21.1% |
| 3M | -38.2% | -7.5% | -30.8% | -35.7% |
| 6M | -63.4% | +21.2% | -84.7% | -68.5% |
| YTD | -27.6% | +44.0% | -71.7% | -44.9% |
| 1Y | +6.6% | +44.7% | -38.2% | -18.9% |
| 3Y | +557.6% | +160.5% | +397.1% | +205.6% |
| 5Y | +39.5% | +124.6% | -85.1% | -23.2% |
| All | +39.5% | +122.1% | -82.7% | -23.2% |
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 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