+225.7%
RF vs GRMN
+6,910.7%
-6,685.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.8% |
| 7D | -1.6% | +2.3% | -3.9% | -2.5% |
| 30D | +5.0% | +2.6% | +2.5% | +3.9% |
| 3M | -10.0% | -5.0% | -5.0% | -8.7% |
| 6M | +3.3% | +23.1% | -19.7% | -5.1% |
| YTD | +7.9% | +42.9% | -35.0% | -6.5% |
| 1Y | +21.2% | +41.7% | -20.4% | +5.4% |
| 3Y | +105.8% | +160.7% | -54.9% | +41.0% |
| 5Y | +43.7% | +124.2% | -80.5% | +2.9% |
| 10Y | +289.4% | +684.8% | -395.3% | +88.7% |
| All | +225.7% | +6,910.7% | -6,685.1% | +1.6% |
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