+147.8%
PR vs GRMN
+800.8%
-653.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.5% |
| 7D | -16.5% | +2.3% | -18.9% | -17.4% |
| 30D | -4.5% | +2.6% | -7.1% | -5.8% |
| 3M | +8.5% | -5.0% | +13.5% | +9.8% |
| 6M | -3.3% | +23.1% | -26.4% | -12.2% |
| YTD | +55.7% | +42.9% | +12.8% | +31.5% |
| 1Y | +82.0% | +41.7% | +40.4% | +54.1% |
| 3Y | +62.5% | +160.7% | -98.3% | +2.2% |
| 5Y | +223.9% | +124.2% | +99.7% | +113.8% |
| 10Y | +64.2% | +684.8% | -620.6% | -15.1% |
| All | +147.8% | +800.8% | -653.0% | +25.7% |
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