+16.9%
TPR vs GRMN
+18.2%
-1.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.7% | -2.9% | +0.2% | -1.8% |
| 30D | -23.3% | -8.4% | -14.8% | -21.3% |
| 3M | -12.8% | +15.0% | -27.8% | -18.0% |
| 6M | -21.7% | +11.2% | -32.9% | -25.8% |
| YTD | -3.9% | +37.7% | -41.6% | -14.8% |
| 1Y | +16.9% | +18.5% | -1.6% | +8.3% |
| All | +16.9% | +18.2% | -1.3% | +8.3% |
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 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