+116.4%
RF vs GRMN
+161.9%
-45.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +0.3% | +6.3% | -6.0% | -1.6% |
| 30D | +6.2% | +7.6% | -1.4% | +3.7% |
| 3M | -7.8% | -7.5% | -0.4% | -5.8% |
| 6M | +5.9% | +21.2% | -15.3% | -1.6% |
| YTD | +9.0% | +44.0% | -35.0% | -5.3% |
| 1Y | +19.3% | +44.7% | -25.5% | +3.3% |
| 3Y | +116.4% | +160.5% | -44.1% | +40.5% |
| All | +116.4% | +161.9% | -45.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling