+66.9%
T vs GRMN
+646.1%
-579.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | +4.3% | -12.1% | +16.4% | +6.8% |
| 3M | +11.6% | +18.0% | -6.4% | +7.3% |
| 6M | -5.6% | +13.7% | -19.3% | -8.8% |
| YTD | +6.6% | +35.3% | -28.7% | -1.4% |
| 1Y | -8.4% | +17.2% | -25.6% | -12.7% |
| 3Y | +107.8% | +179.6% | -71.8% | +46.4% |
| 5Y | +68.3% | +75.6% | -7.3% | +37.0% |
| All | +66.9% | +646.1% | -579.1% | -10.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling