+152.6%
PR vs GRMN
+798.2%
-645.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -16.4% | +4.7% | -21.1% | -18.0% |
| 30D | -1.9% | +3.4% | -5.3% | -3.5% |
| 3M | +8.0% | -5.0% | +13.0% | +9.2% |
| 6M | +4.1% | +18.6% | -14.5% | -3.9% |
| YTD | +58.7% | +42.5% | +16.2% | +34.2% |
| 1Y | +75.8% | +42.3% | +33.5% | +48.5% |
| 3Y | +73.2% | +158.5% | -85.3% | +9.4% |
| 5Y | +230.1% | +123.6% | +106.6% | +118.1% |
| 10Y | +67.4% | +682.5% | -615.1% | -13.4% |
| All | +152.6% | +798.2% | -645.7% | +28.2% |
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 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