-19.1%
TE vs GRMN
+179.1%
-198.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.5% |
| 7D | +15.0% | -1.4% | +16.4% | +15.6% |
| 30D | -7.5% | -13.1% | +5.6% | -2.6% |
| 3M | -42.0% | +14.9% | -56.9% | -45.9% |
| 6M | -31.4% | +13.1% | -44.5% | -35.5% |
| YTD | -26.5% | +35.3% | -61.8% | -36.2% |
| 1Y | +153.1% | +16.0% | +137.1% | +133.7% |
| All | -19.1% | +179.1% | -198.2% | -43.8% |
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 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