-71.5%
S vs GRMN
+76.7%
-148.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -9.2% | -11.3% | +2.1% | -2.6% |
| 3M | +23.4% | +17.7% | +5.7% | +10.9% |
| 6M | +36.9% | +14.2% | +22.8% | +24.5% |
| YTD | +29.5% | +37.0% | -7.5% | +4.0% |
| 1Y | +5.4% | +17.0% | -11.6% | -6.9% |
| 3Y | +14.7% | +183.2% | -168.5% | -58.6% |
| 5Y | -71.5% | +77.3% | -148.8% | -85.4% |
| All | -71.5% | +76.7% | -148.2% | -85.4% |
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