-0.8%
TOST vs GRMN
+40.7%
-41.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.5% | -1.0% | +3.2% |
| 7D | +10.7% | +6.1% | +4.6% | +8.4% |
| 30D | +17.7% | +1.3% | +16.5% | +17.0% |
| 3M | +4.6% | -5.6% | +10.2% | +6.4% |
| 6M | +20.3% | +22.2% | -1.9% | +9.9% |
| YTD | -0.4% | +44.3% | -44.7% | -23.2% |
| 1Y | -0.8% | +43.1% | -43.8% | -22.5% |
| All | -0.8% | +40.7% | -41.4% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling