+1,577.5%
SO vs GRMN
+6,890.4%
-5,312.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.5% | +4.7% | -6.2% | -1.9% |
| 30D | +8.1% | +3.4% | +4.7% | +7.7% |
| 3M | +0.2% | -5.0% | +5.3% | +0.6% |
| 6M | +0.4% | +18.6% | -18.2% | -1.6% |
| YTD | +8.5% | +42.5% | -34.0% | +4.1% |
| 1Y | +4.9% | +42.3% | -37.4% | +0.7% |
| 3Y | +47.9% | +158.5% | -110.6% | +31.5% |
| 5Y | +75.7% | +123.6% | -47.9% | +57.4% |
| 10Y | +178.0% | +682.5% | -504.5% | +124.3% |
| All | +1,577.5% | +6,890.4% | -5,312.9% | +1,221.8% |
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