+1,500.7%
SO vs GRMN
+6,655.2%
-5,154.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | -4.6% | -8.4% | +3.9% | -3.8% |
| 3M | -3.0% | +15.0% | -18.0% | -4.6% |
| 6M | -8.3% | +11.2% | -19.5% | -9.5% |
| YTD | +3.5% | +37.7% | -34.2% | -0.2% |
| 1Y | -0.9% | +18.5% | -19.4% | -3.2% |
| 3Y | +45.4% | +175.8% | -130.5% | +28.3% |
| 5Y | +59.6% | +75.1% | -15.5% | +46.6% |
| 10Y | +156.6% | +637.0% | -480.4% | +108.2% |
| All | +1,500.7% | +6,655.2% | -5,154.5% | +1,166.5% |
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