+224.8%
T vs GRMN
+6,905.4%
-6,680.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | -2.9% | +3.5% | -6.5% | -3.5% |
| 3M | -7.5% | -7.3% | -0.2% | -6.5% |
| 6M | -9.9% | +21.8% | -31.7% | -13.3% |
| YTD | -6.4% | +42.8% | -49.2% | -12.9% |
| 1Y | -9.4% | +46.5% | -55.9% | -16.0% |
| 3Y | +64.9% | +158.3% | -93.4% | +34.7% |
| 5Y | +57.0% | +122.6% | -65.7% | +30.4% |
| 10Y | +60.8% | +638.0% | -577.2% | +8.1% |
| All | +224.8% | +6,905.4% | -6,680.6% | +42.5% |
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