+29.2%
TPR vs GRMN
+45.3%
-16.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +15.1% | +3.5% | +11.6% | +13.7% |
| 3M | -13.4% | -7.3% | -6.1% | -11.7% |
| 6M | +1.4% | +21.8% | -20.4% | -7.4% |
| YTD | +4.8% | +42.8% | -38.0% | -8.5% |
| 1Y | +29.2% | +46.5% | -17.3% | +11.3% |
| All | +29.2% | +45.3% | -16.1% | +11.3% |
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