+83.0%
PL vs GRMN
+117.8%
-34.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -9.3% | -2.9% | -6.4% | -7.8% |
| 30D | -18.9% | -8.4% | -10.5% | -14.6% |
| 3M | -58.4% | +15.0% | -73.4% | -62.4% |
| 6M | -30.3% | +11.2% | -41.5% | -35.7% |
| YTD | -8.1% | +37.7% | -45.8% | -26.3% |
| 1Y | +180.5% | +18.5% | +162.0% | +147.2% |
| 3Y | +444.1% | +175.8% | +268.3% | +163.4% |
| 5Y | +83.0% | +75.1% | +7.9% | -5.1% |
| All | +83.0% | +117.8% | -34.8% | -5.6% |
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