-53.2%
S vs GRMN
+111.7%
-165.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.7% | -2.9% | -4.8% | -6.1% |
| 30D | -5.3% | -8.4% | +3.1% | -0.3% |
| 3M | +20.3% | +15.0% | +5.3% | +9.7% |
| 6M | +47.4% | +11.2% | +36.2% | +35.9% |
| YTD | +32.5% | +37.7% | -5.2% | +6.2% |
| 1Y | +9.5% | +18.5% | -8.9% | -4.1% |
| 3Y | +15.5% | +175.8% | -160.3% | -56.5% |
| 5Y | -71.2% | +75.1% | -146.3% | -84.9% |
| All | -53.2% | +111.7% | -165.0% | -74.9% |
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