+228.3%
RF vs GRMN
+7,095.1%
-6,866.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | +4.6% | +10.2% | -5.5% | +1.0% |
| 3M | -8.4% | -4.7% | -3.7% | -7.2% |
| 6M | +8.9% | +22.3% | -13.4% | +0.3% |
| YTD | +8.8% | +46.7% | -37.9% | -6.6% |
| 1Y | +18.9% | +49.6% | -30.7% | +1.4% |
| 3Y | +116.0% | +165.3% | -49.3% | +47.1% |
| 5Y | +46.0% | +130.3% | -84.3% | +3.6% |
| 10Y | +231.7% | +658.0% | -426.3% | +62.1% |
| All | +228.3% | +7,095.1% | -6,866.8% | +1.5% |
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 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