+240.4%
TPR vs GRMN
+75.1%
+165.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -2.9% | +0.6% | -1.0% |
| 30D | -23.0% | -8.4% | -14.5% | -19.9% |
| 3M | -12.5% | +15.0% | -27.5% | -19.3% |
| 6M | -21.4% | +11.2% | -32.6% | -26.4% |
| YTD | -3.5% | +37.7% | -41.2% | -19.2% |
| 1Y | +17.4% | +18.5% | -1.1% | +5.5% |
| 3Y | +291.3% | +175.8% | +115.4% | +100.1% |
| All | +240.4% | +75.1% | +165.3% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling