+151.8%
TER vs GRMN
+160.2%
-8.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -20.5% | +4.7% | -25.2% | -21.5% |
| 30D | -47.0% | +3.4% | -50.4% | -47.6% |
| 3M | -43.3% | -5.0% | -38.2% | -42.6% |
| 6M | -42.9% | +18.6% | -61.5% | -45.8% |
| YTD | +12.9% | +42.5% | -29.6% | +2.0% |
| 1Y | +18.2% | +42.3% | -24.1% | +6.9% |
| 3Y | +151.8% | +158.5% | -6.7% | +71.3% |
| All | +151.8% | +160.2% | -8.5% | +71.3% |
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