-85.6%
SMR vs GRMN
+40.7%
-126.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -6.5% |
| 7D | -9.5% | +6.1% | -15.6% | -11.2% |
| 30D | -33.2% | +1.3% | -34.5% | -33.6% |
| 3M | -45.9% | -5.6% | -40.4% | -44.6% |
| 6M | -57.9% | +22.2% | -80.1% | -62.9% |
| YTD | -63.8% | +44.3% | -108.1% | -73.4% |
| 1Y | -85.6% | +43.1% | -128.7% | -89.1% |
| All | -85.6% | +40.7% | -126.3% | -89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling