-67.0%
SE vs GRMN
+76.7%
-143.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -0.1% | -11.3% | +11.2% | +7.0% |
| 3M | +34.1% | +17.7% | +16.4% | +19.3% |
| 6M | +23.2% | +14.2% | +9.0% | +11.2% |
| YTD | -11.2% | +37.0% | -48.2% | -29.6% |
| 1Y | -40.5% | +17.0% | -57.5% | -48.0% |
| 3Y | +196.3% | +183.2% | +13.1% | -0.7% |
| 5Y | -67.0% | +77.3% | -144.3% | -85.8% |
| All | -67.0% | +76.7% | -143.7% | -85.8% |
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