+140.1%
SLB vs GRMN
+6,890.4%
-6,750.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -7.1% | +4.7% | -11.8% | -8.5% |
| 30D | +4.1% | +3.4% | +0.7% | +2.8% |
| 3M | -2.6% | -5.0% | +2.4% | -1.5% |
| 6M | -8.6% | +18.6% | -27.1% | -14.1% |
| YTD | +32.2% | +42.5% | -10.3% | +16.8% |
| 1Y | +40.7% | +42.3% | -1.7% | +24.3% |
| 3Y | -4.5% | +158.5% | -163.0% | -31.5% |
| 5Y | +66.4% | +123.6% | -57.2% | +22.8% |
| 10Y | -15.1% | +682.5% | -697.6% | -55.6% |
| All | +140.1% | +6,890.4% | -6,750.3% | -23.3% |
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