+90.1%
RF vs GRMN
+75.1%
+15.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.3% | -2.9% | +4.2% | +2.4% |
| 30D | -3.6% | -8.4% | +4.8% | -0.4% |
| 3M | +8.1% | +15.0% | -6.9% | +1.3% |
| 6M | +11.5% | +11.2% | +0.3% | +5.5% |
| YTD | +15.6% | +37.7% | -22.1% | -0.4% |
| 1Y | +15.7% | +18.5% | -2.8% | +5.6% |
| 3Y | +86.9% | +175.8% | -88.9% | +12.1% |
| All | +90.1% | +75.1% | +15.0% | +23.7% |
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 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