+0.1%
SO vs GRMN
+15.7%
-15.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.8% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -2.5% | -13.1% | +10.6% | -3.0% |
| 3M | -4.2% | +14.9% | -19.1% | -3.7% |
| 6M | -7.7% | +13.1% | -20.8% | -7.4% |
| YTD | +3.8% | +35.3% | -31.5% | +5.2% |
| 1Y | +0.1% | +16.0% | -15.9% | +1.0% |
| All | +0.1% | +15.7% | -15.7% | +1.0% |
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