-83.9%
TE vs GRMN
+122.0%
-205.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -6.2% |
| 7D | -13.6% | -0.1% | -13.5% | -13.5% |
| 30D | -37.7% | +3.5% | -41.2% | -39.1% |
| 3M | -59.8% | -7.3% | -52.5% | -58.5% |
| 6M | -66.3% | +21.8% | -88.1% | -70.6% |
| YTD | -70.5% | +42.8% | -113.3% | -76.9% |
| 1Y | -48.8% | +46.5% | -95.3% | -60.5% |
| 3Y | +31.3% | +158.3% | -127.0% | -37.6% |
| All | -83.9% | +122.0% | -205.8% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling