+176.6%
SLB vs GRMN
+6,655.2%
-6,478.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.7% |
| 30D | +15.8% | -8.4% | +24.3% | +18.8% |
| 3M | -0.3% | +15.0% | -15.3% | -5.3% |
| 6M | +21.3% | +11.2% | +10.1% | +16.2% |
| YTD | +52.3% | +37.7% | +14.6% | +36.4% |
| 1Y | +63.6% | +18.5% | +45.1% | +52.7% |
| 3Y | +3.8% | +175.8% | -172.0% | -27.0% |
| 5Y | +128.6% | +75.1% | +53.5% | +82.0% |
| 10Y | -3.1% | +637.0% | -640.1% | -48.3% |
| All | +176.6% | +6,655.2% | -6,478.6% | -10.4% |
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 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