+32.9%
PL vs GRMN
+119.4%
-86.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -1.5% |
| 7D | +22.3% | -0.1% | +22.3% | +22.5% |
| 30D | -8.3% | +3.5% | -11.8% | -10.7% |
| 3M | -43.3% | -7.3% | -35.9% | -41.0% |
| 6M | -65.8% | +21.8% | -87.6% | -70.7% |
| YTD | -29.5% | +42.8% | -72.3% | -46.0% |
| 1Y | +11.7% | +46.5% | -34.7% | -15.7% |
| 3Y | +540.6% | +158.3% | +382.3% | +199.0% |
| 5Y | +32.9% | +122.6% | -89.7% | -26.4% |
| All | +32.9% | +119.4% | -86.5% | -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