+1,149.3%
PSX vs GRMN
+902.5%
+246.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +2.5% |
| 7D | +6.4% | -0.1% | +6.5% | +6.4% |
| 30D | -10.2% | +3.5% | -13.7% | -11.6% |
| 3M | +17.2% | -7.3% | +24.5% | +19.5% |
| 6M | +51.8% | +21.8% | +30.0% | +38.9% |
| YTD | +108.0% | +42.8% | +65.2% | +76.9% |
| 1Y | +96.1% | +46.5% | +49.7% | +65.1% |
| 3Y | +155.9% | +158.3% | -2.4% | +64.2% |
| 5Y | +306.9% | +122.6% | +184.3% | +172.6% |
| 10Y | +364.5% | +638.0% | -273.5% | +96.6% |
| All | +1,149.3% | +902.5% | +246.7% | +335.8% |
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 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