+299.4%
TPR vs GRMN
+176.7%
+122.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -2.9% | +0.6% | -1.4% |
| 30D | -23.0% | -8.4% | -14.5% | -20.9% |
| 3M | -12.5% | +15.0% | -27.5% | -17.2% |
| 6M | -21.4% | +11.2% | -32.6% | -24.9% |
| YTD | -3.5% | +37.7% | -41.2% | -14.2% |
| 1Y | +17.4% | +18.5% | -1.1% | +9.2% |
| All | +299.4% | +176.7% | +122.8% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling