-70.9%
S vs GRMN
+117.6%
-188.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -13.4% | +4.7% | -18.2% | -15.7% |
| 30D | -14.0% | +3.4% | -17.4% | -16.1% |
| 3M | +4.9% | -5.0% | +9.9% | +7.3% |
| 6M | +42.0% | +18.6% | +23.4% | +26.1% |
| YTD | +45.1% | +42.5% | +2.6% | +12.8% |
| 1Y | +33.1% | +42.3% | -9.2% | +3.4% |
| 3Y | +40.6% | +158.5% | -117.8% | -44.3% |
| All | -70.9% | +117.6% | -188.5% | -85.1% |
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