+596.7%
TER vs GRMN
+6,966.1%
-6,369.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.2% |
| 7D | -8.9% | +6.3% | -15.2% | -11.5% |
| 30D | -39.1% | +7.6% | -46.6% | -41.3% |
| 3M | -32.8% | -7.5% | -25.3% | -30.7% |
| 6M | -31.7% | +21.2% | -53.0% | -38.5% |
| YTD | +26.9% | +44.0% | -17.1% | +5.4% |
| 1Y | +33.6% | +44.7% | -11.2% | +10.8% |
| 3Y | +181.5% | +160.5% | +21.0% | +68.9% |
| 5Y | +76.1% | +124.6% | -48.5% | +14.0% |
| 10Y | +1,006.2% | +651.6% | +354.6% | +327.8% |
| All | +596.7% | +6,966.1% | -6,369.4% | -21.9% |
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 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