-52.1%
SMR vs GRMN
+187.8%
-239.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.6% | -5.2% | -6.8% |
| 7D | +10.3% | -0.1% | +10.4% | +10.5% |
| 30D | -25.7% | +3.5% | -29.3% | -26.8% |
| 3M | -49.7% | -7.3% | -42.4% | -48.4% |
| 6M | -59.8% | +21.8% | -81.6% | -63.7% |
| YTD | -66.0% | +42.8% | -108.8% | -71.1% |
| 1Y | -81.4% | +46.5% | -127.9% | -84.4% |
| 3Y | +130.6% | +158.3% | -27.7% | +59.1% |
| All | -52.1% | +187.8% | -239.9% | -69.6% |
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