+13.6%
TPR vs GRMN
+17.9%
-4.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -27.3% | -11.3% | -16.0% | -24.6% |
| 3M | -16.2% | +17.7% | -33.9% | -22.0% |
| 6M | -17.9% | +14.2% | -32.1% | -22.8% |
| YTD | -7.1% | +37.0% | -44.1% | -17.6% |
| 1Y | +13.6% | +17.0% | -3.4% | +5.8% |
| All | +13.6% | +17.9% | -4.3% | +5.8% |
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