+365.7%
SE vs GRMN
+536.2%
-170.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.0% | +4.7% | -2.7% | -0.9% |
| 30D | -20.0% | +3.4% | -23.4% | -22.0% |
| 3M | -31.8% | -5.0% | -26.7% | -30.1% |
| 6M | -15.9% | +18.6% | -34.5% | -26.8% |
| YTD | -40.6% | +42.5% | -83.1% | -55.0% |
| 1Y | -50.7% | +42.3% | -93.0% | -62.6% |
| 3Y | +70.3% | +158.5% | -88.2% | -28.3% |
| 5Y | -78.8% | +123.6% | -202.4% | -90.0% |
| All | +365.7% | +536.2% | -170.4% | +4.2% |
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