+913.6%
TER vs GRMN
+6,655.2%
-5,741.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.5% | +5.5% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | -8.3% | -8.4% | +0.2% | -4.5% |
| 3M | -12.2% | +15.0% | -27.2% | -18.6% |
| 6M | +17.1% | +11.2% | +5.9% | +10.2% |
| YTD | +84.7% | +37.7% | +47.0% | +57.3% |
| 1Y | +199.9% | +18.5% | +181.4% | +170.5% |
| 3Y | +232.8% | +175.8% | +57.0% | +94.6% |
| 5Y | +198.6% | +75.1% | +123.5% | +115.8% |
| 10Y | +1,669.7% | +637.0% | +1,032.7% | +594.4% |
| All | +913.6% | +6,655.2% | -5,741.6% | +16.6% |
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