+243.2%
PR vs GRMN
+124.6%
+118.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.7% |
| 7D | -12.4% | +6.4% | -18.8% | -14.1% |
| 30D | -6.6% | +8.7% | -15.3% | -9.2% |
| 3M | +7.5% | -5.8% | +13.3% | +9.0% |
| 6M | +10.8% | +22.5% | -11.8% | +2.2% |
| YTD | +57.0% | +45.6% | +11.4% | +33.9% |
| 1Y | +67.9% | +47.5% | +20.5% | +42.3% |
| 3Y | +87.6% | +166.2% | -78.6% | +18.9% |
| All | +243.2% | +124.6% | +118.7% | +164.8% |
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