+19.3%
TPR vs GRMN
+40.7%
-21.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +1.6% |
| 7D | +12.6% | +6.1% | +6.5% | +10.6% |
| 30D | +7.1% | +1.3% | +5.9% | +6.6% |
| 3M | -19.4% | -5.6% | -13.8% | -18.2% |
| 6M | -9.7% | +22.2% | -31.9% | -17.6% |
| YTD | -1.0% | +44.3% | -45.3% | -14.6% |
| 1Y | +19.3% | +43.1% | -23.8% | +4.1% |
| All | +19.3% | +40.7% | -21.4% | +4.1% |
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