+47.9%
SO vs GRMN
+160.2%
-112.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -1.5% | +4.7% | -6.2% | -1.5% |
| 30D | +8.1% | +3.4% | +4.7% | +8.0% |
| 3M | +0.2% | -5.0% | +5.3% | +0.3% |
| 6M | +0.4% | +18.6% | -18.2% | +0.1% |
| YTD | +8.5% | +42.5% | -34.0% | +7.7% |
| 1Y | +4.9% | +42.3% | -37.4% | +4.2% |
| 3Y | +47.9% | +158.5% | -110.6% | +25.4% |
| All | +47.9% | +160.2% | -112.3% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling